Probability and its Applications

11 réponses.

Biagini, Francesca & Hu, Yaozhong & Oksendal, Bernt & Zhang, Tusheng

Stochastic calculus for fractional Brownian motion and applications. - Springer Verlag, 2008. - (Probability and its Applications).

Daley, Daryl J. & Vere-Jones, David

An introduction to the theory of point processes. Volume 2: General theory and structure. Second edition. - Springer Verlag, 2008. - (Probability and its Applications).

Berglund, Nils & Gentz, Barbara

Noise-induced phenomena in slow-fast dynamical systems - a sample-paths approach. - Springer Verlag, 2006. - (Probability and its Applications).

Jacobsen, Martin

Point process theory and applications: marked point and piecewise deterministic processes. - Birkhäuser Verlag, 2006. - (Probability and its Applications).

Nualart, David

The Malliavin calculus and related topics. Second edition. - Springer Verlag, 2006. - (Probability and its Applications).

Chen, Mu-fa

Eigenvalues, inequalities, and ergodic theory. - Springer Verlag, 2005. - (Probability and its Applications).

Del Moral, Pierre

Feynman-Kac formulae - genealogical and interacting particle systems with applications. - Springer Verlag, 2004. - (Probability and its Applications).

Daley, Daryl J. & Vere-Jones, David

An introduction to the theory of point processes. Volume 1: elementary theory and methods. Second edition. - Springer Verlag, 2003. - (Probability and its Applications).

Rachev, Svetlozar T. & Ruschendorf, Ludger

Mass transportation problems. Volume 1, Theory. - Springer Verlag, 1998. - (Probability and its Applications).

Rachev, Svetlozar T. & Ruschendorf, Ludger

Mass transportation problems. Volume 2: applications. - Springer Verlag, 1998. - (Probability and its Applications).

Bass, Richard F.

Probabilistic techniques in analysis. - Springer Verlag, 1995. - (Probability and its Applications).