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