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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine

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索取号：O211.6/E20062
作者：Capasso、 V. (Vincenzo)、 1945-、Bakstein、 David、 1975-、
出版社：Boston : BirkḧАuser, c2005.

Statistical methods for forecasting

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索取号：O211.67/E20061
作者：Abraham、 Bovas、 1942-、Ledolter、 Johannes.、
出版社：Hoboken, N.J. : Wiley-Interscience, c2005.

Markov chain Monte Carlo : innovations and applications

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索取号：O211.62/E20062
作者：
出版社：Hackensack, N.J. : World Scientific, c2005.

Singular stochastic differential equations

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索取号：O211.63/E20052
作者：Cherny、 Alexander S.、Engelbert、 Hans J·£rgen.、
出版社：Berlin ; New York : Springer, c2005.

Markov decision processes : discrete stochasticdynamic programming

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索取号：O211.62/E20064.2
作者：Puterman、 Martin L.、
出版社：Hoboken, N.J. : Wiley-Interscience, c2005.

Applied nonlinear time series analysis : applications in physics, physiology and finance

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索取号：O211.61/E20062
作者：Small、 Michael、 Dr.、
出版社：Hackensack, N.J. ; London : World Scientific, c2005.

Introduction to malliavin calculus / Shizan Fang = Malliavin 随机变分引论

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索取号：O211.6/E20051
作者：Fang、 Shizan、
出版社：北京 : 清华大学出版社, 2005.

Markov chain Monte Carlo simulations and their statistical analysis : with web-based Fortran code

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索取号：O211.62/E20051
作者：Berg、 Bernd A.、
出版社：Hackensack, NJ : World Scientific, c2004.

Large deviations and metastability

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索取号：O211.6/E20053
作者：Olivieri、 Enzo、 1945-、Vares、 Maria Eulalia.、
出版社：Cambridge, U.K. ; New York : Cambridge University Press, 2005, c2004.

Recent developments in stochastic analysis and related topics : proceedings of the First Sino-German Conference on Stochastic Analysis (A satellite conference of ICM 2002) , Beijing, China, 29 August - 3 September 2002

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索取号：O211.6-532/E20051/1
作者：Sino-German Conference on Stochastic Analysis (1st : 2002 : Beijing、 China)、Albeverio、 Sergio.、Ma、 Zhi-Ming.、R̈Оckner、 Michael、 1956-、International Congress of Mathematicians (2002)、
出版社：Singapore ; Hackensack, NJ : World Scientific, c2004.

Topics in the constructive theory of countable Markov chains

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索取号：O211.62/E20042
作者：Fayolle、 G.、Malyshev、 V. A. (Vadim Aleksandrovich)、Men'shikov、 M. V. (Mikhail Vasil'evich)、
出版社：Cambridge [England] ; New York, NY : Cambridge University Press, 1995.

Stochastic processes

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索取号：O211.6/E20044.2
作者：Ross、 Sheldon M.、
出版社：New York : Wiley, c1996.

Discrete stochastic processes

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索取号：O211.6/E20052
作者：Gallager、 Robert G.、
出版社：Boston : Kluwer Academic Publishers, c1996.

Numerical integration of stochastic differential equations

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索取号：O211.63/E20051
作者：Milshtein、 G. N. (Grigorii Noikhovich)、
出版社：Dordrecht ; Boston : Kluwer Academic Publishers, c1995.

Wavelet methods for time series analysis

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索取号：O211.61/E20042
作者：Percival、 Donald B.、Walden、 Andrew T.、
出版社：北京 : China Machine Press, 2004.

Diffusions, Markov processes, and martingales. v. 2, ito calculus

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索取号：O211.62/E20041.2/2
作者：Rogers、 L. C. G.、Williams、 David.、
出版社：北京 : 世界图书出版公司, 2003.