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New & Forthcoming Titles | Stochastic Modelling and Applied Probability (Titles in this series)

Stochastic Modelling and Applied Probability

Stochastic Modelling and Applied Probability

Editors-in-chief: Glynn, Peter W., Le Jan, Yves
Series Editors: Hairer, M., Karatzas, I., Kelly, F.P., Kyprianou, A., Øksendal, B., Papanicolaou, G.C., Pardoux, E., Perkins, E., Soner, H.M.

From July 2014 series continued as "Probability Theory and Stochastic Modelling" PTSM (ISSN 2199-3130)

ISSN: 0172-4568

Discontinued Series
Although this series no longer publishes new content, the published titles listed below may be still available on-line (e. g. via the Springer Book Archives) and in print.

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  • Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
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    Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

    Series: Stochastic Modelling and Applied Probability, Vol. 69

    Pardoux, Etienne, Rӑşcanu, Aurel 2014

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    ISBN 978-3-319-05714-9
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    ISBN 978-3-319-05713-2
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    ISBN 978-3-319-34775-2
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  • Stochastic Integration and Differential Equations
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    Stochastic Integration and Differential Equations

    Series: Stochastic Modelling and Applied Probability, Vol. 21

    Protter, Philip E. 2005

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    ISBN 978-3-662-10061-5
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    ISBN 978-3-540-00313-7
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    ISBN 978-3-642-05560-7
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  • Numerical Methods for Stochastic Control Problems in Continuous Time
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    Numerical Methods for Stochastic Control Problems in Continuous Time

    Series: Stochastic Modelling and Applied Probability, Vol. 24

    Kushner, Harold, Dupuis, Paul G. 2001

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    ISBN 978-1-4613-0007-6
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    ISBN 978-0-387-95139-3
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    ISBN 978-1-4612-6531-3
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  • A Probabilistic Theory of Pattern Recognition
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    A Probabilistic Theory of Pattern Recognition

    Series: Stochastic Modelling and Applied Probability, Vol. 31

    Devroye, Luc, Györfi, László, Lugosi, Gábor 1996

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    ISBN 978-1-4612-0711-5
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    ISBN 978-0-387-94618-4
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    ISBN 978-1-4612-6877-2
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  • Heavy Traffic Analysis of Controlled Queueing and Communication Networks
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    Heavy Traffic Analysis of Controlled Queueing and Communication Networks

    Series: Stochastic Modelling and Applied Probability, Vol. 47

    Kushner, Harold 2001

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    ISBN 978-1-4613-0005-2
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    ISBN 978-0-387-95264-2
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    ISBN 978-1-4612-6541-2
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  • Statistical Estimation
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    Statistical Estimation

    Asymptotic Theory

    Series: Stochastic Modelling and Applied Probability, Vol. 16

    Ibragimov, I.A., Has'minskii, R.Z. 1981

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    ISBN 978-1-4899-0027-2
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  • Elements of Queueing Theory
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    Elements of Queueing Theory

    Palm Martingale Calculus and Stochastic Recurrences

    Series: Stochastic Modelling and Applied Probability, Vol. 26

    Baccelli, Francois, Bremaud, Pierre 2003

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    ISBN 978-3-662-11657-9
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    ISBN 978-3-540-66088-0
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    ISBN 978-3-642-08537-6
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  • Stochastic Approximation and Recursive Algorithms and Applications
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    Stochastic Approximation and Recursive Algorithms and Applications

    Series: Stochastic Modelling and Applied Probability, Vol. 35

    Kushner, Harold, Yin, George 1997, or go to the Latest Edition

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    ISBN 978-1-4899-2696-8
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  • Statistics of Random Processes I
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    Statistics of Random Processes I

    General Theory

    Series: Stochastic Modelling and Applied Probability, Vol. 5

    Liptser, R.S., Shiryaev, A.N. 1977, or go to the Latest Edition

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    ISBN 978-1-4757-1665-8
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  • Stochastic Models in Reliability
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    Stochastic Models in Reliability

    Series: Stochastic Modelling and Applied Probability, Vol. 41

    Aven, Terje, Jensen, Uwe 2013

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    ISBN 978-1-4614-7894-2
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    ISBN 978-1-4614-7893-5
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