
About this book series
The series founded in 1975 and formerly entitled Applications of Mathematics published high-level research monographs that make a significant contribution to some field of application or methodology from stochastic analysis, while maintaining rigorous mathematical standards, and also displaying the expository quality to make them useful and accessible to doctoral students. Its scope covered in particular
- Stochastic Mechanics
- Random Media
- Signal Processing and Image Synthesis
- Mathematical Economics and Finance
- Stochastic Optimisation
- Stochastic Control
- Stochastic Models in Life Sciences
- Electronic ISSN
- 2197-439X
- Print ISSN
- 0172-4568
- Editor-in-Chief
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- Peter W. Glynn,
- Yves Le Jan
- Series Editor
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- Martin Hairer,
- Ioannis Karatzas,
- Frank P. Kelly,
- Andreas E. Kyprianou,
- Bernt Øksendal,
- George C. Papanicolaou,
- Etienne Pardoux,
- Edwin Perkins,
- Halil Mete Soner
Book titles in this series
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Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
- Authors:
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- Etienne Pardoux
- Aurel Rӑşcanu
- Copyright: 2014
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Stochastic Simulation and Monte Carlo Methods
Mathematical Foundations of Stochastic Simulation
- Authors:
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- Carl Graham
- Denis Talay
- Copyright: 2013
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Continuous-Time Markov Chains and Applications
A Two-Time-Scale Approach
- Authors:
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- G. George Yin
- Qing Zhang
- Copyright: 2013
Abstracted and indexed in
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- INIS Atomindex