Shiryaev, Albert N. Optimal stopping rules. Reprint of the 1978 3rd ed. (English) Zbl 1138.60008 Applications of Mathematics 8. Berlin: Springer (ISBN 978-3-540-74010-0/pbk; 978-3-540-74011-7/ebook). xii, 217 p. (2008). Reviewer: Pavel Gapeev (London) MSC: 60-02 60G40 60J05 60J25 35R35 62C10 62L15 62L10 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Optimal stopping rules. Reprint of the 1978 3rd ed. Berlin: Springer (2008; Zbl 1138.60008) Full Text: DOI
Glasserman, Paul Monte Carlo methods in financial engineering. (English) Zbl 1038.91045 Applications of Mathematics 53. New York, NY: Springer (ISBN 0-387-00451-3/hbk). xiii, 596 p. (2004). Reviewer: Radu Theodorescu (Quebec) MSC: 91-02 91G60 65C05 65C10 62P05 91B62 91B70 PDFBibTeX XMLCite \textit{P. Glasserman}, Monte Carlo methods in financial engineering. New York, NY: Springer (2004; Zbl 1038.91045)
Kushner, Harold J.; Yin, G. George Stochastic approximation and recursive algorithms and applications. 2nd ed. (English) Zbl 1026.62084 Applications of Mathematics. 35. New York, NY: Springer. xxii, 474 p. (2003). Reviewer: Evelyn Buckwar (Berlin) MSC: 62L20 62-02 60-02 60K99 65C50 65C60 PDFBibTeX XMLCite \textit{H. J. Kushner} and \textit{G. G. Yin}, Stochastic approximation and recursive algorithms and applications. 2nd ed. New York, NY: Springer (2003; Zbl 1026.62084)
Winkler, Gerhard Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. (English) Zbl 1008.68147 Applications of Mathematics. 27. Berlin: Springer. xvi, 387 p. (2003). Reviewer: A.Akutowicz (Berlin) MSC: 68U10 68-02 62M40 68U20 65C05 65K10 65Y05 60J20 65C40 93E10 PDFBibTeX XMLCite \textit{G. Winkler}, Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Berlin: Springer (2003; Zbl 1008.68147)
Han, Te Sun Information-spectrum methods in information theory. (English) Zbl 1010.94001 Applications of Mathematics. 50. Berlin: Springer. xvii, 538 p. (2003). Reviewer: A.Akutowicz (Berlin) MSC: 94-02 94A15 65C10 62B10 94A34 94A17 94A24 94A29 62F03 PDFBibTeX XMLCite \textit{T. S. Han}, Information-spectrum methods in information theory. Berlin: Springer (2003; Zbl 1010.94001)
Liptser, Robert S.; Shiryaev, Albert N. Statistics of random processes. 2: Applications. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. (English) Zbl 1008.62073 Applications of Mathematics. 6. Berlin: Springer. xv, 402 p. (2001). MSC: 62Mxx 62-02 PDFBibTeX XMLCite \textit{R. S. Liptser} and \textit{A. N. Shiryaev}, Statistics of random processes. 2: Applications. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Berlin: Springer (2001; Zbl 1008.62073)
Liptser, Robert S.; Shiryaev, Albert N. Statistics of random processes. 1: General theory. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. (English) Zbl 1008.62072 Applications of Mathematics. 5. Berlin: Springer. xv, 427 p. (2001). Reviewer: Jordan M.Stoyanov (Newcastle upon Tyne) MSC: 62Mxx 62-02 60-02 PDFBibTeX XMLCite \textit{R. S. Liptser} and \textit{A. N. Shiryaev}, Statistics of random processes. 1: General theory. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Berlin: Springer (2001; Zbl 1008.62072)
Aven, Terje; Jensen, Uwe Stochastic models in reliability. (English) Zbl 0926.60006 Applications of Mathematics. 41. New York, NY: Springer. xii, 270 p. (1999). Reviewer: D.Bobrowski (Poznań) MSC: 60-02 60K10 62N05 PDFBibTeX XMLCite \textit{T. Aven} and \textit{U. Jensen}, Stochastic models in reliability. New York, NY: Springer (1999; Zbl 0926.60006) Full Text: DOI
Duflo, Marie Random iterative models. Transl. from the French by Stephen S. Wilson. (English) Zbl 0868.62069 Applications of Mathematics. 34. Berlin: Springer. xv, 385 p. (1997). Reviewer: T.N.Pham (Hanoi) MSC: 62M10 93-01 62-01 62L99 93E99 62L20 65C99 PDFBibTeX XMLCite \textit{M. Duflo}, Random iterative models. Transl. from the French by Stephen S. Wilson. Berlin: Springer (1997; Zbl 0868.62069) Backlinks: MO
Musiela, Marek; Rutkowski, Marek Martingale methods in financial modelling. (English) Zbl 0906.60001 Applications of Mathematics. 36. Berlin: Springer. xii, 512 p. (1997). Reviewer: Jürgen Amendinger (Berlin) MSC: 60-02 62P05 91B28 60Hxx PDFBibTeX XMLCite \textit{M. Musiela} and \textit{M. Rutkowski}, Martingale methods in financial modelling. Berlin: Springer (1997; Zbl 0906.60001)
Kushner, Harold J.; Yin, G. George Stochastic approximation algorithms and applications. (English) Zbl 0914.60006 Applications of Mathematics. 35. Berlin: Springer. xxi, 417 p. (1997). Reviewer: T.Fiala (Praha) MSC: 60-02 62-02 62L20 PDFBibTeX XMLCite \textit{H. J. Kushner} and \textit{G. G. Yin}, Stochastic approximation algorithms and applications. Berlin: Springer (1997; Zbl 0914.60006)
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas Modelling extremal events for insurance and finance. (English) Zbl 0873.62116 Applications of Mathematics. 33. Berlin: Springer. xv, 645 p. (1997). Reviewer: W.Dziubdziela (Czȩstochowa) MSC: 62P05 60G70 60-01 62-01 60F05 60F17 PDFBibTeX XMLCite \textit{P. Embrechts} et al., Modelling extremal events for insurance and finance. Berlin: Springer (1997; Zbl 0873.62116)
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B. Hidden Markov models. Estimation and control. (English) Zbl 0819.60045 Applications of Mathematics. 29. Berlin: Springer-Verlag. xii, 361 p. (1995). Reviewer: C.Mazza (Genève) MSC: 60G35 60-02 62M20 93E20 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., Hidden Markov models. Estimation and control. Berlin: Springer-Verlag (1995; Zbl 0819.60045)
Winkler, Gerhard Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. (English) Zbl 0821.68125 Applications of Mathematics. 27. Berlin: Springer-Verlag. xiv, 324 p. (1995). Reviewer: J.T.Lapresté (Aubière) MSC: 68U10 68U20 65C05 93Exx 65K10 65Y05 60J20 62M40 PDFBibTeX XMLCite \textit{G. Winkler}, Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Berlin: Springer-Verlag (1995; Zbl 0821.68125)
Benveniste, Albert; Métivier, Michel; Priouret, Pierre Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. (English) Zbl 0752.93073 Applications of Mathematics. 22. Berlin etc.: Springer-Verlag. xi, 365 p. (1990). Reviewer: G.Gomez (Erlangen) MSC: 93E12 62E20 60H30 93C40 93E11 PDFBibTeX XMLCite \textit{A. Benveniste} et al., Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Berlin etc.: Springer-Verlag (1990; Zbl 0752.93073)
Ibragimov, I. A.; Khas’minskij, R. Z. Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. (English) Zbl 0467.62026 Applications of Mathematics, Vol. 16. New York - Heidelberg - Berlin: Springer-Verlag. VII, 403 p. (1981). MSC: 62F12 62-02 62F10 62G05 62M05 62E20 PDFBibTeX XML
Kallianpur, Gopinath Stochastic filtering theory. (English) Zbl 0458.60001 Applications of Mathematics, 13. New York - Heidelberg - Berlin: Springer-Verlag. XVI, 316 p. DM 59.50; $ 35.10 (1980). MSC: 60-02 60G35 62M20 93E11 60H10 60J60 60G44 PDFBibTeX XML
Shiryaev, A. N. Optimal stopping rules. Translated by A. B. Aries. 3rd ed. (English) Zbl 0391.60002 Applications of Mathematics. 8. New York–Heidelberg–Berlin: Springer- Verlag. x, 217 pp. DM 54.00; $ 27.00 (1978). Reviewer: L. Arnold MSC: 62L10 62L15 62-02 60G40 62Mxx PDFBibTeX XML
Liptser, R. S.; Shiryayev, A. N. Statistics of random processes. II. Applications. Translated by A. B. Aries. (English) Zbl 0369.60001 Applications of Mathematics. 6. New York - Heidelberg - Berlin: Springer- Verlag. X, 339 p. DM 66.00; $ 33.00 (1978). MSC: 60-00 60Gxx 60Hxx 94A05 60Jxx 62Lxx 93Exx 62Mxx 62Nxx PDFBibTeX XML
Liptser, R. S.; Shiryayev, A. N. Statistics of random processes. I. General theory. Translated by A. B. Aries. (English) Zbl 0364.60004 Applications of Mathematics. 5. New York - Heidelberg - Berlin: Springer- Verlag. IX, 394 p. DM 64.80; $ 32.40 (1977). MSC: 60-02 60H05 60G15 60G17 60G20 60G40 60H10 60H15 62M05 93E10 PDFBibTeX XML