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Continuous-Time Markov Chains and Applications
by Yin, G. George.
Publication:
. XXI, 427 p. 13 illus.
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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by Touzi, Nizar.
Publication:
. X, 214 p. 1 illus.
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Analyzing Markov Chains using Kronecker Products
by Dayar, Tuğrul.
Publication:
. IX, 86 p. 3 illus.
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Informal Introduction to Stochastic Processes with Maple
by Vrbik, Jan.
Publication:
. X, 287 p. 54 illus.
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Problems in Probability
by Shiryaev, Albert N.
Publication:
. XII, 427 p.
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Essentials of Stochastic Processes
by Durrett, Richard.
Publication:
. X, 265 p. 27 illus., 2 illus. in color.
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Introduction to the Mathematics of Finance
by Roman, Steven.
Publication:
. XVI, 287p. 49 illus.
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Scheduling
by Pinedo, Michael L.
Publication:
. XX, 676 p.
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Probability Approximations and Beyond
by Barbour, Andrew.
Publication:
. XIV, 159p. 41 illus., 23 illus. in color.
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Operator Inequalities of Ostrowski and Trapezoidal Type
by Dragomir, Silvestru Sever.
Publication:
. VI, 120p.
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Operator Inequalities of the Jensen, Čebyšev and Grüss Type
by Dragomir, Silvestru Sever.
Publication:
. XII, 121p.
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Approximation by Multivariate Singular Integrals
by Anastassiou, George A.
Publication:
. X, 79p.
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Regression Analysis Under A Priori Parameter Restrictions
by Knopov, Pavel S.
Publication:
. XIV, 234 p.
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Nonlinear Filtering and Optimal Phase Tracking
by Schuss, Zeev.
Publication:
. XVIII, 262 p.
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Stochastic Approaches for Systems Biology
by Ullah, Mukhtar.
Publication:
. XXXII, 290p. 73 illus.
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Probability Models
by Haigh, John.
Publication:
. XII, 287 p. 17 illus.
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
by Delong, Łukasz.
Publication:
. X, 288 p.
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Probability Theory
by Borovkov, Alexandr A.
Publication:
. XXVIII, 733 p. 22 illus.
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Risk Measures and Attitudes
by Biagini, Francesca.
Publication:
. IX, 91 p. 4 illus. in color.
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Derivative Pricing in Discrete Time
by Cutland, Nigel J.
Publication:
. XV, 325 p. 63 illus.
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