An Introduction to Optimal Control Theory : The Dynamic Programming Approach
Onesimo Hernandez-Lerma
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Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Wojbor A. (Case Western Reserve University, Cleveland, Ohi Woyczynski
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Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions : From Statistics to Mathematics
Weihua Deng
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Stochastic Differential Equations : An Introduction with Applications
Bernt Øksendal
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Introduction To Stochastic Calculus With Applications (Third Edition)
Fima C (Monash Univ, Australia) Klebaner
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Understanding Probability
Henk (Vrije Universiteit, Amsterdam) Tijms
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Probability and Random Processes
Geoffrey (Director of Research and Professor Emeritus of Mat Grimmett
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Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Introductory Time Series with R
Paul S.P. Cowpertwait
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Measures, Integrals and Martingales
Rene L. (Technische Universitat, Dresden) Schilling
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Thinking Probabilistically : Stochastic Processes, Disordered Systems, and their Applications
Ariel (Harvard University, Massachusetts) Amir
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Probability in Physics : An Introductory Guide
Andy Lawrence
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Numerical Approximations of Stochastic Maxwell Equations : via Structure-Preserving Algorithms
Chuchu Chen
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Deterministic and Stochastic Optimal Control and Inverse Problems
Baasansuren (Rochester Ins of Tech, USA) Jadamba
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Probability : An Introduction Through Theory and Exercises
Paolo Baldi
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First Course In Probability For Computer And Data Science, A
Henk (Vrije Univ, The Netherlands) Tijms
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Malliavin Calculus in Finance : Theory and Practice
Elisa (Universitat Pompeu Frabra, Spain) Alos
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Probability and Random Variables: Theory and Applications
Iickho Song
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Numerical Methods for Solving Discrete Event Systems : With Applications to Queueing Systems
Winfried Grassmann
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Local Limit Theorems for Inhomogeneous Markov Chains
Dmitry Dolgopyat
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Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs
Dinh Dung
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Potential Functions of Random Walks in Z with Infinite Variance : Estimates and Applications
Kohei Uchiyama
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Game Theory
Michael (Hebrew University of Jerusalem) Maschler
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