Stochastic Modelling & Applied Probability

6 réponses.

Asmussen, Soren & Glynn, Peter W.

Stochastic simulation - algorithms and analysis. - Springer Verlag, 2007. - (Stochastic Modelling & Applied Probability; 57).

Fouque, Jean-Pierre & Garnier, Josselin & Papanicolaou, George & Knut, Solna

Wave propagation and time reversal in randomly layered media. - Springer Verlag, 2007. - (Stochastic Modelling & Applied Probability; 56).

Fayolle, Guy & Iasnogorodski, Roudolf & Malyshev, Vadim

Random walks in the quarter plane. Algebraic methods, boundary value problems and applications. - Springer Verlag, 1999. - (Stochastic Modelling & Applied Probability; 40).

Kushner, Harold J. & Yin, G. George

Stochastic approximation and recursive algorithms and applications. Second edition. - Springer Verlag, 2003. - (Stochastic Modelling & Applied Probability; 35).

Winkler, Gerhard

Image analysis, random fields and Markov chain Monte Carlo methods - a mathematical introduction. Second edition. - Springer Verlag, 2004. - (Stochastic Modelling & Applied Probability; 27).

Protter, Philip E.

Stochastic integration and differential equations. 2nd ed., version 2.1, corrected 3rd printing. (autre tirage : 2010). - Springer Verlag, 2005. - (Stochastic Modelling & Applied Probability; 21).