Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics of Chaotic and Stochastic Systems

Nonparametric Statistics for Stochastic Processes: Estimation and Prediction, Vol. 110

Numerical Integration of Stochastic Differential Equations

Numerical Methods for Stochastic Processes

Numerical Solution of Stochastic Differential Equations, Vol. 23

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

Option Theory with Stochastic Analysis

Performance Analysis of Communication Systems: Modeling with Non-Markovian Stochastic Petri Nets

Periodicity and Stochastic Trends in Economic Time Series

Random Series and Stochastic Integrals: Single and Multiple

Rational Matrix Equations in Stochastic Control