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Asymptotics for Associated Random Variables
by Oliveira, Paulo Eduardo.
Publication:
. X, 194 p.
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Lectures on Gaussian Processes
by Lifshits, Mikhail.
Publication:
. X, 121p.
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Discretization of Processes
by Jacod, Jean.
Publication:
. XVI, 596 p.
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Probability in Complex Physical Systems
by Deuschel, Jean-Dominique.
Publication:
. XIX, 512p. 47 illus., 15 illus. in color.
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Stochastic Stability of Differential Equations
by Khasminskii, Rafail.
Publication:
. XVIII, 342 p.
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Stochastic Differential Equations and Processes
by Zili, Mounir.
Publication:
. XII, 264 p.
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Mean Field Models for Spin Glasses
by Talagrand, Michel.
Publication:
. XII, 632 p.
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Life Insurance Risk Management Essentials
by Koller, Michael.
Publication:
. XVIII, 360p. 70 illus., 60 illus. in color.
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Hyperfinite Dirichlet Forms and Stochastic Processes
by Albeverio, Sergio.
Publication:
. XIV, 284 p. 1 illus. in color.
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Advanced Mathematical Methods for Finance
by Di Nunno, Giulia.
Publication:
. VIII, 536p. 20 illus.
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Markov Decision Processes with Applications to Finance
by Bäuerle, Nicole.
Publication:
. XVI, 388p. 24 illus.
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Risk and Meaning
by Bouleau, Nicolas.
Publication:
. VII, 302p. 161 illus., 75 illus. in color.
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Stochastic Differential Equations in Infinite Dimensions
by Gawarecki, Leszek.
Publication:
. XVI, 292 p.
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Modelling Operational Risk Using Bayesian Inference
by Shevchenko, Pavel V.
Publication:
. XVII, 302p. 25 illus.
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Stochastic Analysis 2010
by Crisan, Dan.
Publication:
. VIII, 299p.
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Mean Field Models for Spin Glasses
by Talagrand, Michel.
Publication:
. XVIII, 485 p.
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Normal Approximation by Stein’s Method
by Chen, Louis H.Y.
Publication:
. XII, 408 p.
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Measure-Valued Branching Markov Processes
by Li, Zenghu.
Publication:
. XI, 350 p.
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Mathematical Analysis of Problems in the Natural Sciences
by Zorich, Vladimir.
Publication:
. XI, 135p.
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
by Platen, Eckhard.
Publication:
. XXVI, 856p. 169 illus.
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