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Applications of mathematics
ISSN:
0172-4568
Source type:
book series
Fully OA:
No
DOAJ:
No
OpenAlex ID:
S4210211403
Monte Carlo Methods in Financial Engineering
2003
·
Paul Glasserman
·
Applications of mathematics
·
3,811
Stochastic Stability of Differential Equations
2011
·
Rafail Khasminskii
·
Applications of mathematics
·
3,229
Large Deviations Techniques and Applications
2009
·
Amir Dembo
, Ofer Zeitouni
·
Applications of mathematics
·
1,061
Continuous-time Stochastic Control and Optimization with Financial Applications
2009
·
Huyên Pham
·
Applications of mathematics
·
1,039
Stochastic Filtering Theory
1980
·
Gopinath Kallianpur
·
Applications of mathematics
·
762
Stochastic Simulation: Algorithms and Analysis
2007
·
Søren Asmussen
, Peter W. Glynn
·
Applications of mathematics
·
750
Information-Spectrum Methods in Information Theory
2003
·
Te Sun Han
·
Applications of mathematics
·
685
Fundamentals of Stochastic Filtering
2008
·
Alan Bain
, Dan Crisan
·
Applications of mathematics
·
642
Fundamentals of Queueing Networks
2001
·
Hong Chen
, David D. Yao
·
Applications of mathematics
·
529
Discretization of Processes
2011
·
Jean Jacod
, Philip Protter
·
Applications of mathematics
·
485
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
2010
·
Eckhard Platen
, Nicola Bruti-Liberati
·
Applications of mathematics
·
465
Hybrid Switching Diffusions
2009
·
G. George Yin
, Chao Zhu
·
Applications of mathematics
·
434
Statistics of Random Processes
2001
·
Robert S. Liptser
, Albert N. Shiryaev
·
Applications of mathematics
·
340
Martingale Methods in Financial Modelling
2005
·
Marek Musiela
, Marek Rutkowski
·
Applications of mathematics
·
335
Controlled Diffusion Processes
1980
·
Krylov, Nicolai V
·
Applications of mathematics
·
258
Continuous-Time Markov Decision Processes
2009
·
Xianping Guo
, Onésimo Hernández-Lerma
·
Applications of mathematics
·
215
Stochastic Simulation and Monte Carlo Methods
2013
·
Carl Graham
, Denis Talay
·
Applications of mathematics
·
164
Continuous-Time Markov Decision Processes
2009
·
Xianping Guo
, Onésimo Hernández-Lerma
·
Applications of mathematics
·
107
The viscosity solutions approach to stochastic control problems
2009
·
Huyên Pham
·
Applications of mathematics
·
97
Stability of Stochastic Differential Equations
2011
·
Rafail Khasminskii
·
Applications of mathematics
·
89
Cycle Representations of Markov Processes
1995
·
Sophia L. Kalpazidou
·
Applications of mathematics
·
75
Quasi-Monte Carlo
2004
·
Paul Glasserman
·
Applications of mathematics
·
69
Stochastic Models in Reliability
2013
·
Terje Aven
, Uwe Jensen
·
Applications of mathematics
·
41
Hidden Markov Models
1995
·
Applications of mathematics
·
37
Rate-Distortion Theory
2003
·
Te Sun Han
·
Applications of mathematics
·
31
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Works count:
237
Citation count:
16,020
H-index:
25
I10-index:
33
2yr mean citedness:
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Type
