The present monograph, based mainly on studies of the authors and their - authors, and also on le...
Along with conventional problems of statistics and probability, the - vestigation of problems occ...
Control theory provides a large set of theoretical and computational tools with applications in a...
P Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics,...
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the ...
P Advanced maths students have been waiting for this, the third edition of a text that deals wit...
This important book provides information necessary for those dealing with stochastic calculus and...
This monograph focuses on those stochastic quickest detection tasks in disorder problem...
Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, re...
This textbook is the second volume of a pair that presents the latest English edition of the auth...
This book contains a systematic treatment of probability from the ground up, starting with intuit...
Initially the theory of convergence in law of stochastic processes was developed quite independen...