SeriesStochastic Modelling and Applied Probability

20 Works Popularity 28,826 (176 Members) 314 Books 0 Reviews ½ 3.6
Stochastic Integration and Differential Equations by Philip E. Protter 19 copies21
Numerical Methods for Stochastic Control Problems in Continuous Time by Harold J. Kushner 10 copies24
Cycle representations of Markov processes by Sophia L. Kalpazidou 7 copies26
A Probabilistic Theory of Pattern Recognition by Luc Devroye 31 copies31
Modelling Extremal Events: for Insurance and Finance by Paul Embrechts 29 copies33
Stochastic Approximation and Recursive Algorithms and Applications by Harold J. Kushner 5 copies35
Martingale Methods in Financial Modelling by Marek Musiela 32 copies36
Large Deviations Techniques and Applications by Amir Dembo 12 copies38
Stochastic models in reliability by Terje Aven 5 copies41
Stochastic Calculus and Financial Applications by J. Michael Steele 41 copies45
Stochastic Portfolio Theory by E. Robert Fernholz 8 copies48
Applied Probability and Queues by Soren Asmussen 5 copies51
Stochastic Networks and Queues by Philippe Robert 3 copies52
Monte Carlo Methods in Financial Engineering by Paul Glasserman 52 copies53
Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications by G.George Yin 6 copies55
Stochastic Simulation: Algorithms and Analysis by Søren Asmussen 12 copies57
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations by Peter Kotelenez 6 copies58
Stochastic Stability of Differential Equations by Rafail Zalmanovich Khasminskii 4 copies66
Discretization of Processes by Jean Jacod 4 copies67
Stochastic simulation and Monte Carlo methods mathematical foundations of stochastic simulation by Carl Graham 5 copies68

Tags

Top Members

FRCNRS3409 (12 works), nfactor13 (11), jorgeaseff (7), ifethereal (6), cshalizi (6), morphismus (5), knol (5), davinci10 (4), jgentle (4), pbleyer (4), yhk (3), wildbadger (3), avorobiev (3), DawnDrain (3), marcelobaldin (2), PedrBran (2), C6H5NO2 (2), PierreF (2), pcb21 (2), sergueison (2), alicekeller (2), Statistica (2), mraginsky (2), famfu (2), joefouche (2), vitus (2), Adaptive_Agent (2), SciPort (2), philipjones77 (2), abelikoff (2), mdreid (2), fang (2), starfighter (2), kieronscott7 (1), HUFLibrary1 (1), shum57 (1), kamalm (1), jonjee (1), freakonometrics (1), HertfordCollegeLib (1), CSBL (1), liuxl89 (1), ameen2 (1), michj (1), swebook (1), Matt_0029 (1), RAD66 (1), ai51 (1), Stats (1), xrtrading (1), s4nNy (1), filipkos (1), Sandakano (1), ibinu (1), jukofyork (1), globaladvisors (1), PrismaticLibrary (1), eppp (1), CMUQLResearch (1), bikesorbooks (1), JeffreyA2957 (1), ExeterCollegeLibrary (1), dpayan (1), lucabol (1), achorripsis (1), complexity (1), DavidGButts (1), JorgeNakazawa (1), megdemko (1), mreza101 (1), LibraryImporter (1), uglylukes (1), WimKonings (1), GregConradiSmith (1), ameerali (1), codento (1), dds1981 (1), ison (1), ambroise (1), BYUMath (1), prufrock9 (1), leememorin2006 (1), AlexandreMonteiro (1), dsavransky (1), bewald (1), sderaco (1), GloriaMundi (1), mrflip (1), jesarey (1), nickleaton (1), demiurg (1), elizabethleewilmer (1), talich (1), mkamdar (1), joehed (1), realonedet (1), jcvogan1 (1), robert_scarth (1), mpultroon (1), Real1Det (1), aselag (1), c0dekhan (1), asarwate (1), amoebe (1), kcardinal (1), bocere (1), Tangurena (1), hyndman (1), mathgeek (1), aziiz (1), cramer-rao (1), woncheol (1), hmcmath (1), vishallama (1), lewbs (1), jacobsca (1), meriksen (1), rpitchumani (1), patsu189 (1), jay.venkateswaran (1), blackwinter (1), gimaik (1), mikepol (1), varuj (1), poodleboy (1), fredbacon (1), rjrc3 (1), amywierenga (1), pincopall0 (1), slizavetta (1), iraysyvalo (1), lukasz (1), BentleyUnivLibrary (1), aresnick (1), nocklebeast (1), JohnCernes (1), maclane (1)