Quantum Information Theory and Quantum Statistics

Multiscale Problems in the Life Sciences From Microscopic to Macroscopic

Mathematical Models of Financial Derivatives

Stability of Queueing Networks École d'Été de Probabilités de Saint-Flour XXXVI - 2006

Progress in Industrial Mathematics at ECMI 2006

Evolution Algebras and their Applications

Chance The life of games and the game of life

Parameter Estimation in Stochastic Differential Equations

Stochastic Calculus for Fractional Brownian Motion and Related Processes

Mathematical Theory of Feynman Path Integrals An Introduction

Wahrscheinlichkeitstheorie

Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms

Séminaire de Probabilités XLI

SPDE in Hydrodynamic: Recent Progress and Prospects Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy August 29–September 3, 2005

Lectures on Advances in Combinatorics

Mathematical Epidemiology

Level Crossing Methods in Stochastic Models

Markov Decision Processes With Their Applications

Mathematics and Technology

Design and Analysis of Simulation Experiments

Topics in Stochastic Analysis and Nonparametric Estimation

Scheduling Theory, Algorithms, and Systems

Multiscale Methods Averaging and Homogenization

Statistical Models and Methods for Biomedical and Technical Systems

Numerical Methods for Controlled Stochastic Delay Systems

Mathematical Linguistics

Introduction to Mathematical Systems Theory Linear Systems, Identification and Control

Advances in Dynamic Game Theory Numerical Methods, Algorithms, and Applications to Ecology and Economics

Metric Structures for Riemannian and Non-Riemannian Spaces

Modeling with Itô Stochastic Differential Equations

Math Everywhere Deterministic and Stochastic Modelling in Biomedicine, Economics and Industry. Dedicated to the 60th Birthday of Vincenzo Capasso

Nonlinear Dynamics of Chaotic and Stochastic Systems Tutorial and Modern Developments

Stochastic Geometry Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 13–18, 2004

Concentration Inequalities and Model Selection Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

Fluctuation Theory for Lévy Processes Ecole d'Eté de Probabilités de Saint-Flour XXXV - 2005

Maß-und Integrationstheorie

Optimisation et contrôle stochastique appliqués à la finance

Value-Distribution of L-Functions

Elementare Stochastik Eine Einführung in die Mathematik der Daten und des Zufalls

Applied Stochastic Control of Jump Diffusions

A Concise Course on Stochastic Partial Differential Equations

Stochastic Analysis and Applications The Abel Symposium 2005

Financial Markets in Continuous Time

Séminaire de Probabilités XL

Differential Equations Driven by Rough Paths École d'Été de Probabilités de Saint-Flour XXXIV - 2004

Geometric Aspects of Functional Analysis Israel Seminar 2004–2005

Paris-Princeton Lectures on Mathematical Finance 2004

Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields

Semi-Markov Risk Models for Finance, Insurance and Reliability

Introduction to Bayesian Scientific Computing Ten Lectures on Subjective Computing

Advances in Statistical Methods for the Health Sciences Applications to Cancer and AIDS Studies, Genome Sequence Analysis, and Survival Analysis

Heavy-Tail Phenomena Probabilistic and Statistical Modeling

Measurement Uncertainty An Approach via the Mathematical Theory of Evidence

A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713–1935

Random Fields and Geometry

Applied Stochastic Processes

Planar Ising Correlations

The Strength of Nonstandard Analysis

Measure Theory

Kolmogorov’s Heritage in Mathematics

Proofs from THE BOOK

Stochastic Switching Systems Analysis and Design

The Congruences of a Finite Lattice A Proof-by-Picture Approach

Extreme Financial Risks From Dependence to Risk Management

Progress in Industrial Mathematics at ECMI 2004

Streifzüge durch die Wahrscheinlichkeitstheorie Aus dem Schwedischen übersetzt von Arne und Christina Ring

Felix Hausdorff Gesammelte Werke

A Panorama of Hungarian Mathematics in the Twentieth Century I

From Stochastic Calculus to Mathematical Finance The Shiryaev Festschrift

A Benchmark Approach to Quantitative Finance

Der Itô-Kalkül Einführung und Anwendungen

An Introduction to Infinite-Dimensional Analysis

Mathematics of Uncertainty Ideas, Methods, Application Problems

The Mathematics of Arbitrage

Introductory Lectures on Fluctuations of Lévy Processes with Applications

Random Times and Enlargements of Filtrations in a Brownian Setting

Open Quantum Systems I The Hamiltonian Approach

Open Quantum Systems II The Markovian Approach

Open Quantum Systems III Recent Developments

The Wulff Crystal in Ising and Percolation Models Ecole d'Eté de Probabilités de Saint-Flour XXXIV - 2004

The Lace Expansion and its Applications Ecole d'Eté de Probabilités de Saint-Flour XXXIV - 2004

Optimal Stopping and Free-Boundary Problems

Stochastic Finance

Markov Chains: Models, Algorithms and Applications

Applied Semi-Markov Processes