Stochastic Modelling and Applied Probability（1975-2014）

liucg9999

2330

收藏 2017-07-31

Stochastic Modelling and Applied Probability

Description

The series founded in 1975 and formerly entitled Applications of Mathematics published high-level research monographs that make a significant contribution to some field of application or methodology from stochastic analysis, while maintaining rigorous mathematical standards, and also displaying the expository quality to make them useful and accessible to doctoral students. Its scope covered in particular

- Stochastic Mechanics

- Random Media

- Signal Processing and Image Synthesis

- Mathematical Economics and Finance

- Stochastic Optimisation

- Stochastic Control

- Stochastic Models in Life Sciences

*按照序号排序

1.Deterministic and Stochastic Optimal Control,Wendell FlemingRaymond Rishel,1975参见
2.Methods of Numerical Mathematics,Marchuk, G.I,1982
3.Applied Functional Analysis,Balakrishnan, Alampallam V,1981
4.Stochastic Processes in Queueing Theory,A. A. Borovkov,1976

Stochastic Processes In Queueing Theory(Borovkov).rar
大小:(8.88 MB)

只需: 5 个论坛币马上下载

本附件包括：

Stochastic Processes In Queueing Theory(Borovkov).pdf

5.Statistics of Random Processes I,R. S. LiptserA. N. Shiryayev,1977

Statistics of Random Processes I.rar
大小:(13.61 MB)

只需: 5 个论坛币马上下载

本附件包括：

Statistics of Random Processes I.pdf

*5.Statistics of Random Processes I,Robert S. LiptserAlbert N. Shiryaev,2001
[2nd Eition]
6.Statistics of Random Processes II,R. S. LiptserA. N. Shiryayev,1978

Statistics of Random Processes II Applications.rar
大小:(8.07 MB)

只需: 5 个论坛币马上下载

本附件包括：

Statistics of Random Processes II Applications.pdf

*6.Statistics of Random Processes II,Robert S. LiptserAlbert N. Shiryaev,2001
7.Game Theory,N. N. Vorob’ev,1977
8.Optimal Stopping Rules,B. RozovskiiG. Grimmett,2008[2nd Edition]
9.Gaussian Random Processes,I. A. IbragimovY. A. Rozanov,1978
10.Linear Multivariable Control: a Geometric Approach,W. Murray Wonham,1979
*10.Linear Multivariable Control,W. Murray Wonham,1985
合集下载：

Stochastic Modelling and Applied Probability(1-10缺少2).rar
大小:(72.12 MB)

只需: 22 个论坛币马上下载

本附件包括：

(Applications of Mathematics 10) Linear Multivariable Control_ A Geometric Approach(1985).djvu
(Applications of Mathematics 1) Deterministic and Stochastic Optimal Control(1975).pdf
(Applications of Mathematics 3) Applied Functional Analysis(1981).djvu
(Applications of Mathematics 4) Stochastic Processes in Queueing Theory(1976).djvu
(Applications of Mathematics 5) Statistics of Random Processes I_ General Theory(1977).pdf
(Applications of Mathematics 5) Statistics of Random Processes_ I. General Theory(2001).djvu
(Applications of Mathematics 6) Statistics of Random Processes II_ Applications(1978).pdf
(Applications of Mathematics 6) Statistics of Random Processes_ II. Applications(2001).pdf
(Applications of Mathematics 7) Game Theory_ Lectures for Economists and Systems Scientists(1977).djvu
(Applications of Mathematics 8) Optimal Stopping Rules(1978).pdf
(Applications of Mathematics 8) Optimal stopping rules(2008).djvu
(Applications of Mathematics 9) Gaussian Random Processes(1978).djvu
(Applications of Mathematics 10) Linear Multivariable Control_ a Geometric Approach(1979).pdf

11.Brownian Motion,T. Hida,1980
12.Conjugate Direction Methods in Optimization,Magnus Rudolph Hestenes,1980参见
13.Stochastic Filtering Theory,Gopinath Kallianpur,1980
14.Controlled Diffusion Processes,Nicolai V. Krylov,1980
15.Stochastic Storage Processes,N. U. Prabhu,1980[1st]
*15.Stochastic Storage Processes,N. U. Prabhu,1998[2nd]
16.Statistical Estimation,I. A. IbragimovR. Z. Has’minskii,1981
17.Optimization—Theory and Applications,Lamberto Cesari,1983
18.未找到
19.Difference Methods and Their Extrapolations,G. I. MarchukV. V. Shaidurov,1983
20.Stabilization of Control Systems,O. Hijab,1987
合集下载：

Stochastic Modelling and Applied Probability(11-20缺少18).rar
大小:(69.24 MB)

只需: 20 个论坛币马上下载

本附件包括：

(Applications of Mathematics 20) Stabilization of Control Systems(1987).pdf
(Applications of Mathematics 11) Brownian Motion(1980).pdf
(Applications of Mathematics 12) Conjugate Direction Methods in Optimization(1980).pdf
(Applications of Mathematics 13) Stochastic Filtering Theory(1980).pdf
(Applications of Mathematics 14) Controlled Diffusion Processes(1980).djvu
(Applications of Mathematics 15) Stochastic Storage Processes_ Queues, Insurance Risk and Dams(1980).pdf
(Applications of Mathematics 15) Stochastic Storage Processes_ Queues, Insurance Risk, Dams, and Data Communication(1998).pdf
(Applications of mathematics 16) Statistical Estimation. Asymptotic Theory. Applications of Mathematics(1981).djvu
(Applications of Mathematics 17) Optimization-Theory and Applications_ Problems with Ordinary Differential Equations(1983).pdf
(Applications of Mathematics 19) Difference Methods and Their Extrapolations(1983).pdf

21.Stochastic Integration and Differential Equations,Philip Protter,1990
*21.Stochastic Integration and Differential Equations,Philip E. Protter,2005
22.Adaptive Algorithms and Stochastic Approximations,Albert BenvenisteMichel MétivierPierre Priouret,1990
23.Numerical Solution of Stochastic Differential Equations,Peter E. KloedenEckhard Platen,1992
24.Numerical Methods for Stochastic Control Problems in Continuous Time,Harold J. KushnerPaul G. Dupuis,1992
*24.Numerical Methods for Stochastic Control Problems in Continuous Time,Harold J. KushnerPaul Dupuis,2001
25.Controlled Markov Processes and Viscosity Solutions,Wendell H. FlemingH.M. Soner,2006
26.Elements of Queueing Theory,Fran?ois BaccelliPierre Brémaud,2003
27."Image Analysis, Random Fields and Dynamic Monte Carlo Methods",Gerhard Winkler,1995
*27."Image Analysis, Random Fields and Markov Chain Monte Carlo Methods",Gerhard Winkler,2003参见
28.Cycle Representations of Markov Processes,Sophia L. Kalpazidou,1995
*28.Cycle Representations of Markov Processes,Sophia L. Kalpazidou,2006
29.Hidden Markov Models,Robert J. ElliottJohn B. MooreLakhdar Aggoun,1995
30.Discrete-Time Markov Control Processes,Onésimo Hernández-LermaJean Bernard Lasserre,1996
合集下载：

Stochastic Modelling and Applied Probability(21-30).rar
大小:(81.28 MB)

只需: 26 个论坛币马上下载

本附件包括：

(Applications of Mathematics 30) Discrete-Time Markov Control Processes_ Basic Optimality Criteria-Springer-Verlag New York (1996).pdf
(Applications of Mathematics 21) Stochastic Integration and Differential Equations A New Approach(1990).pdf
(Applications of Mathematics 21) Stochastic Integration and Differential Equations(2003).pdf
(Applications of Mathematics 22) Adaptive Algorithms and Stochastic Approximations(1990).pdf
(Applications of Mathematics 23) Numerical solution of stochastic differential equations(1995).djvu
(Applications of Mathematics 24) Numerical Methods for Stochastic Control Problems in Continuous Time(1992).pdf
(Applications of Mathematics 24) Numerical Methods for Stochastic Control Problems in Continuous Time(2001).pdf
(Applications of mathematics 25) Controlled Markov Processes and Viscosity Solutions-Springer (2006).pdf
(Applications of Mathematics 26) Elements of Queueing Theory_ Palm Martingale Calculus and Stochastic Recurrences(2003).pdf
(Applications of Mathematics 27) Image Analysis, Random Fields and Dynamic Monte Carlo Methods_ A Mathematical Introduction(1995).djvu
(Applications of Mathematics 28) Cycle Representations of Markov Processes(1995).pdf
(Applications of Mathematics 28) Cycle Representations of Markov Processes(2010).pdf
(Applications of Mathematics 29) Hidden Markov models_ estimation and control(1995).pdf

31.A Probabilistic Theory of Pattern Recognition,Luc DevroyeLászló Gy?rfiGábor Lugosi,1996
32.Discrete Gambling and Stochastic Games,Ashok P. MaitraWilliam D. Sudderth,1996
33.Modelling Extremal Events,Paul EmbrechtsClaudia KlüppelbergThomas Mikosch,1997
34.Random Iterative Models,Marie Duflo,1997
35.Stochastic Approximation Algorithms and Applications,Harold J. KushnerG. George Yin,1997
*35.Stochastic Approximation and Recursive Algorithms and Applications,Harold J. KushnerG. George Yin,2003
36.Martingale Methods in Financial Modelling,Marek MusielaMarek Rutkowski,1997
*36.Martingale Methods in Financial Modelling,Marek MusielaMarek Rutkowski,2005
37.Continuous-Time Markov Chains and Applications,G. George YinQing Zhang,1998
*37.Continuous-Time Markov Chains and Applications,G. George YinQing Zhang,2013
38.Large Deviations Techniques and Applications,Amir DemboOfer Zeitouni,2010
39.Methods of Mathematical Finance,Ioannis KaratzasSteven E. Shreve,1998
40.Random Walks in the Quarter-Plane,Guy FayolleRoudolf IasnogorodskiVadim Malyshev,1999
合集下载：

Stochastic Modelling and Applied Probability(31-40).rar
大小:(92.88 MB)

只需: 26 个论坛币马上下载

本附件包括：

(Applications of Mathematics 40) Random Walks in the Quarter-Plane_ Algebraic Methods, Boundary[1st Edition].pdf
(Applications of Mathematics 31) A Probabilistic Theory of Pattern Recognition(1996).pdf
(Applications of Mathematics 32) Discrete Gambling and Stochastic Games(1996).pdf
(Applications of Mathematics 33) Modelling Extremal Events_ for Insurance and Finance(1997).pdf
(Applications of Mathematics 34) Random Iterative Models-Springer-Verlag Berlin Heidelberg (1997).pdf
(Applications of Mathematics 35) Stochastic Approximation and Recursive Algorithms and Applications Applications of Mathematics(2003).pdf
(Applications of Mathematics 35) Stochastic Approximation and Recursive Algorithms and Applications(2010).pdf
(Applications of Mathematics 36) Martingale Methods in Financial Modelling(1997).pdf
(Applications of Mathematics 36) Martingale Methods in Financial Modelling(2009).pdf
(Applications of Mathematics 37) Continuous-Time Markov Chains and Applications_ A Singular Perturbation Approach(1998).pdf
(Applications of Mathematics 37) Continuous-Time Markov Chains and Applications_ A Two-Time-Scale Approach(2013).pdf
(Applications of mathematics 38) Large deviations techniques and applications(1998).djvu
(Applications of Mathematics 38) Large Deviations Techniques and Applications(2010).pdf
(Applications of Mathematics 39) Methods of mathematical finance(1999).pdf
(Applications of Mathematics 40) Random Walks in the Quarter Plane_ Algebraic Methods, Boundary Value Problems, Applications[2nd Edition].pdf

41.Stochastic Models in Reliability,Terje AvenUwe Jensen,1999
*41.Stochastic Models in Reliability,Terje AvenUwe Jensen,2013
42.Further Topics on Discrete-Time Markov Control Processes,Onésimo Hernández-LermaJean Bernard Lasserre,1999
43.Stochastic Controls,Jiongmin YongXun Yu Zhou,1999
44.Introduction to Stochastic Networks,Richard Serfozo,1999
45.Stochastic Calculus and Financial Applications,J. Michael Steele,2001
46.Fundamentals of Queueing Networks,Hong ChenDavid D. Yao,2001
47.Heavy Traffic Analysis of Controlled Queueing and Communication Networks,Harold J. Kushner,2001
48.Stochastic Portfolio Theory,E. Robert Fernholz,2002
49.Two-Scale Stochastic Systems,Yuri KabanovSergei Pergamenshchikov,2003
50.Information-Spectrum Methods in Information Theory,Te Sun Han,2003
合集下载：

Stochastic Modelling and Applied Probability(41-50).rar
大小:(55.51 MB)

只需: 22 个论坛币马上下载

本附件包括：

(Applications of Mathematics 50) Information-spectrum methods in information theory(2003).djvu
(Applications of Mathematics 41) Stochastic Models in Reliability(2013).pdf
(Applications of Mathematics 41) Stochastic models in reliability-Springer (1999).pdf
(Applications of Mathematics 42) Further Topics on Discrete-Time Markov Control Processes(1999).pdf
(Applications of Mathematics 43) Stochastic Controls_ Hamiltonian Systems and HJB Equations(19.pdf
(Applications of Mathematics 44) Introduction to Stochastic Networks(1999).pdf
(Applications of Mathematics 45) Stochastic Calculus and Financial Applications(2000).djvu
(Applications of Mathematics 45) Stochastic Calculus and Financial Applications(2000).pdf
(Applications of Mathematics 45) Stochastic calculus and financial applications(2001).djvu
(Applications of Mathematics 46) Fundamentals of Queueing Networks_ Performance, Asymptotics, and Optimization(2001).pdf
(Applications of Mathematics 47) Heavy Traffic Analysis of Controlled Queueing and Communication Networks(2001).pdf
(Applications of Mathematics 48) Stochastic Portfolio Theory(2002).pdf
(Applications of Mathematics 49) Two-Scale Stochastic Systems_ Asymptotic Analysis and Control(2003).pdf

51.Applied Probability and Queues,S?ren Asmussen,2003
52.Stochastic Networks and Queues,Philippe Robert,2003
53.Monte Carlo Methods in Financial Engineering,Paul Glasserman,2003
54.Average—Cost Control of Stochastic Manufacturing Systems,Suresh P. SethiHanqin ZhangQing Zhang,2005
55.Discrete-Time Markov Chains,G. George YinQing Zhang,2005
56.Wave Propagation and Time Reversal in Randomly Layered Media,Jean-Pierre FouqueJosselin GarnierGeorge PapanicolaouKnut S?lna,2007
57.Stochastic Simulation: Algorithms and Analysis,S?ren AsmussenPeter W. Glynn,2007
58.Stochastic Ordinary and Stochastic Partial Differential Equations,Peter Kotelenez,2008
59.Stochastic Control of Hereditary Systems and Applications,Mou-Hsiung Chang,2008
60.Fundamentals of Stochastic Filtering,Alan BainDan Crisan,2009
合集下载：

Stochastic Modelling and Applied Probability(51-60).rar
大小:(57.52 MB)

只需: 20 个论坛币马上下载

本附件包括：

(Stochastic Modelling and Applied Probability 61) Continuous-time Stochastic Control and Optimization with Financial Applications(2009).pdf
(Stochastic Modelling and Applied Probability 51) Applied Probability and Queues(2003).pdf
(Stochastic Modelling and Applied Probability 52) Stochastic Networks and Queues(2003).pdf
(Stochastic Modelling and Applied Probability 53) Monte Carlo Methods in Financial Engineering(2003).pdf
(Stochastic Modelling and Applied Probability 54) Average—Cost Control of Stochastic Manufacturing Systems(2005).pdf
(Stochastic Modelling and Applied Probability 55) Discrete-time Markov Chains_ Two-time-scale Methods and Applications(2005).pdf
(Stochastic Modelling and Applied Probability 56) Wave Propagation and Time Reversal in Randomly Layered Media.pdf
(Stochastic Modelling and Applied Probability 57) Stochastic simulation_ algorithms and analysis(2007).pdf
(Stochastic Modelling and Applied Probability 58) Stochastic Ordinary and Stochastic Partial Differential Equations.pdf
(Stochastic modelling and applied probability 59) Stochastic Control of Hereditary Systems and Applications(2008).pdf
(Stochastic modelling and applied probability 60) Fundamentals of stochastic filtering(2009).pdf

61.Continuous-time Stochastic Control and Optimization with Financial Applications,Huyên Pham,2009
62.Continuous-Time Markov Decision Processes,Xianping GuoOnésimo Hernández-Lerma,2009
63.Hybrid Switching Diffusions,G. George YinChao Zhu,2010
64.Numerical Solution of Stochastic Differential Equations with Jumps in Finance,Eckhard PlatenNicola Bruti-Liberati,2010
65.未找到，还未出版？
66.Stochastic Stability of Differential Equations,Rafail Khasminskii,2012
67.Discretization of Processes,Jean JacodPhilip Protter,2012
68.Stochastic Simulation and Monte Carlo Methods,Carl GrahamDenis Talay,2013
69."Stochastic Differential Equations, Backward SDEs, Partial Differential Equations",Etienne PardouxAurel R??canu,2014

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations.pdf
大小:(5.21 MB)

只需: 5 个论坛币马上下载

合集下载：

Stochastic Modelling and Applied Probability(61-69缺少65).rar
大小:(31.93 MB)

只需: 16 个论坛币马上下载

本附件包括：

(Stochastic Modelling and Applied Probability 69) Stochastic Differential Equations, Backward SDEs, Partial Differential Equations.pdf
(Stochastic Modelling and Applied Probability 61) Continuous-time Stochastic Control and Optimization with Financial Applications(2009).pdf
(Stochastic Modelling and Applied Probability 62) Continuous-Time Markov Decision Processes_ Theory and Applications(20.pdf
(Stochastic Modelling and Applied Probability 63) Hybrid Switching Diffusions_ Properties and Applications(2010).pdf
(Stochastic Modelling and Applied Probability 64) Numerical Solution of Stochastic Differential Equations with Jumps in Finance().pdf
(Stochastic Modelling and Applied Probability 66) Stochastic Stability of Differential Equations(2012).pdf
(Stochastic Modelling and Applied Probability 67) Discretization of Processes(2012).pdf
(Stochastic Modelling and Applied Probability 68) Stochastic Simulation and Monte Carlo Methods().pdf