An Introduction to Optimal Control Theory : The Dynamic Programming Approach
Onesimo Hernandez-Lerma
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Introduction to Probability, Statistics & R : Foundations for Data-Based Sciences
Sujit K. Sahu
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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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Stochastic Differential Equations : An Introduction with Applications
Bernt Øksendal
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Arbitrage Theory in Continuous Time
Tomas (Professor of Mathematical Finance, Professor of Mathemat Bjork
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Introduction To Stochastic Calculus With Applications (Third Edition)
Fima C (Monash Univ, Australia) Klebaner
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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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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Stochastic Thermodynamics : An Introduction
Luca Peliti
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A First Course in Stochastic Models
Henk C. (Vrije University, The Netherlands) Tijms
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All of Statistics : A Concise Course in Statistical Inference
Larry Wasserman
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Measures, Integrals and Martingales
Rene L. (Technische Universitat, Dresden) Schilling
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Random Graphs and Complex Networks
Remco van der (Technische Universiteit Eindhoven, The Netherl Hofstad
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Control Systems and Reinforcement Learning
Sean (University of Florida) Meyn
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Measure Theory, Probability, and Stochastic Processes
Jean-Francois Le Gall
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Probability in Physics : An Introductory Guide
Andy Lawrence
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Thinking Probabilistically : Stochastic Processes, Disordered Systems, and their Applications
Ariel (Harvard University, Massachusetts) Amir
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Random Walk, Brownian Motion, and Martingales
Rabi Bhattacharya
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Imperfect Perception and Stochastic Choice in Experiments
Pablo (Universidad Loyola Andalucia) Branas-Garza
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Deterministic and Stochastic Optimal Control and Inverse Problems
Baasansuren (Rochester Ins of Tech, USA) Jadamba
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Numerical Approximations of Stochastic Maxwell Equations : via Structure-Preserving Algorithms
Chuchu Chen
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Numerical Methods for Solving Discrete Event Systems : With Applications to Queueing Systems
Winfried Grassmann
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Probability : An Introduction Through Theory and Exercises
Paolo Baldi
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