Your search for Stochastic Modelling and Applied Probability

Modelling Extremal Events

Statistical Estimation

Stochastic Simulation and Monte Carlo Methods

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods

Random Walks in the Quarter-Plane

Numerical Solution of Stochastic Differential Equations

Stochastic Networks and Queues

Martingale Methods in Financial Modelling

Image Analysis, Random Fields and Dynamic Monte Carlo Methods

Discretization of Processes

Stochastic Stability of Differential Equations

Monte Carlo Methods in Financial Engineering

Continuous-Time Markov Decision Processes

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Continuous-time Stochastic Control and Optimization with Financial Applications

Large Deviations Techniques and Applications

Controlled Diffusion Processes

Optimal Stopping Rules

Martingale Methods in Financial Modelling

Methods of Numerical Mathematics