Series: Stochastic Modelling and Applied Probability

Stochastic Approximation and Recursive Algorithms and Applications

Stochastic Models in Reliability

Fundamentals of Stochastic Filtering

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Martingale Methods in Financial Modelling

Hidden Markov Models

Stochastic Models in Reliability

Modelling Extremal Events

Stochastic Simulation and Monte Carlo Methods

Continuous-Time Markov Chains and Applications

Controlled Markov Processes and Viscosity Solutions

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Controlled Markov Processes and Viscosity Solutions

Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering

Continuous-time Stochastic Control and Optimization with Financial Applications

Stochastic Integration and Differential Equations

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Numerical Solution of Stochastic Differential Equations