Foundations of Stochastic Analysis

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Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o

Fundamentals of Stochastic Filtering

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t

Applied Stochastic Analysis

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This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of

Foundations and Methods of Stochastic Simulation

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This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation

Stochastic Simulation and Monte Carlo Methods

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In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practit