Applications
of
Mathematics
1 Fleming/Rishel, Deterministic
and
Stochastic Optimal Control
(1975)
2 Marchuk, Methods
of
Numerical Mathematics
1975,
2nd. ed.
1982)
3 Balakrishnan, Applied Functional Analysis
(1976,
2nd. ed.
1981)
4 Borovkov, Stochastic Processes
in
Queueing Theory
(1976)
5 Liptser/Shiryaev, Statistics
of
Random Processes
I:
General
Theory
(1977.
2nd. ed. 2001)
6 Liptser/Shiryaev, Statistics
of
Random Processes II: Applications
(1978,
2nd. ed. 2001)
7 Vorob'ev, Game Theory: Lectures for Economists
and
Systems Scientists
(1977)
8 Shiryaev, Optimal Stopping Rules
(1978)
9 Ibragimov/Rozanov, Gaussian Random Processes
(1978)
10
Wonham, Linear Multivariable Control: A Geometric Approach
(1979,
2nd. ed.
1985)
11
Hida, Brownian Motion (1980)
12
Hestenes, Conjugate Direction Methods
in
Optimization (1980)
13
Kallianpur, Stochastic Filtering
Theory
(1980)
14
Krylov, Controlled Diffusion Processes (1980)
15
Prabhu, Stochastic Storage Processes: Queues, Insurance Risk,
and
Dams
(1980)
16
lbragimov/Has'minskii, Statistical Estimation: Asymptotic
Theory
(1981)
17
Cesari, Optimization:
Theory
and
Applications
(1982)
18
Elliott, Stochastic Calculus
and
Applications
(1982)
19
MarchuklShaidourov, Difference Methods
and
Their Extrapolations
(1983)
20
Hijab, Stabilization
of
Control Systems (1986)
21
Protter, Stochastic Integration
and
Differential Equations (1990)
22
Benveniste/Metivier/Priouret, Adaptive Algorithms
and
Stochastic Approximations (1990)
23
Kloeden/Platen, Numerical Solution
of
Stochastic Differential Equations
(1992,
corr. 3rd printing 1999)
24 Kushner/Dupuis, Numerical Methods for Stochastic
Control Problems
in
Continuous
Time (1992)
25
Fleming/Soner, Controlled Markov Processes
and
Viscosity Solutions
(1993)
26
BaccellilBremaud, Elements
of
Queueing
Theory
(1994,
znd
ed. zo03)
Z7
Winkler, Image Analysis, Random Fields
and
Dynamic Monte Carlo Methods
(1995,
2nd. ed. 2003)
z8
Kalpazidou, Cycle Representations
of
Markov Processes
(1995)
29
Elliott! Aggoun/Moore,
Hidden
Markov Models: Estimation
and
Control
(1995)
30 Hermindez-LermalLasserre, Discrete-Time Markov Control Processes
(1995)
31
Devroye/Gyorfi/Lugosi, A Probabilistic
Theory
of
Pattern
Recognition (1996)
3z
MaitralSudderth, Discrete Gambling
and
Stochastic Games (1996)
33
Embrechts/KliippelberglMikosch, Modelling Extremal Events for Insurance
and
Finance
(1997,
corr.
4th
printing
Z003)
34
Dufio,
Random
Iterative Models
(1997)
35
Kushner/yin, Stochastic Approximation Algorithms
and
Applications
(1997)
36
MusieialRutkowski, Martingale Methods
in
Financial Modelling
(1997)
37
Yin, Continuous-Time Markov Chains
and
Applications (1998)
38
Dembo/Zeitouni, Large Deviations Techniques
and
Applications (1998)
39
Karatzas, Methods
of
Mathematical Finance (1998)
40 Fayolle/lasnogorodski/Malyshev, Random Walks
in
the
Quarter-Plane (1999)
41
Aven/Jensen, Stochastic Models
in
Reliability (1999)
42 Hernandez-LermalLasserre,
Further
Topics
on
Discrete-Time Markov Control Processes
(1999)
43
YonglZhou, Stochastic Controls. Hamiltonian Systems
and
HJB
Equations (1999)
44
Serfozo,
Introduction
to Stochastic Networks (1999)
45
Steele, Stochastic Calculus
and
Financial Applications (zoo
1)
46 Chen/Yao, Fundamentals
of
Queuing Networks: Performance, Asymptotics,
and
Optimization
(ZOOI)
47
Kushner, Heavy Traffic Analysis
of
Controlled Queueing
and
Communications Networks
(ZOO
1)
48 Fernholz, Stochastic Portfolio
Theory
(zooz)
49 Kabanov/Pergamenshchikov, Two-Scale Stochastic Systems (Z003)
50
Han, Information-Spectrum Methods
in
Information
Theory
(2003)
(continued after index)
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