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1、StochasticMechanicsApplicationsofRandomMediaMathematicsSignalProcessingandImageSynthesisStochasticModellingMathematicalEconomicsandFinanceandAppliedProbabilityStochasticOptimizationStochasticControlStochasticModelsinLifeSciences51EditedbyB.RozovskiiM.YorAdvisoryBoardD.DawsonD.GemanG.Gri
2、mmettI.KaratzasF.KellyY.LeJanB,ksendalG.PapanicolaouE.PardouxSpringerNewYorkBerlinHeidelbergHongKongLondonMilanParisTokyoApplicationsofMathematics1Fleming/Rishel,DeterministicandStochasticOptimalControl(1975)2Maichuk,MethodsofNumericalMathematics,SecondEd.(1982)3Balakrishnan,AppliedFunc
3、tionalAnalysis,SecondEd.(1981)4Borovkov,StochasticProcessesinQueueingTheory(1976)5Liptser/Shiryayev,StatisticsofRandomProcessesI:GeneralTheory,SecondEd.(1977)6Liptser/Shiryayev,StatisticsofRandomProcessesII:Applications,SecondEd.(1978)7Vorob'ev,GameTheory:LecturesforEconomistsandSystems
4、Scientists(1977)8Shiryayev,OptimalStoppingRules(1978)9Ibragimov/Rozanov,GaussianRandomProcesses(1978)10Wonham,LinearMultivariableControl:AGeometricApproach,ThirdEd.(1985)11Hida,BrowoianMotion(1980)12Hestenes,ConjugateDirectionMethodsinOptimization(1980)13Kallianpur,StochasticFilteringTh
5、eory(1980)14Krylov,ControlledDiffusionProcesses(1980)15Prabhu,StochasticStorageProcesses:Queues,InsuranceRisk,Dams,andDataCommunication,SecondEd.(1998)16Ibragimov/Has'minskii,StatisticalEstimation:AsymptoticTheory(1981)17Cesari,Optimization:TheoryandApplications(1982)18Elliott,Stochasti
6、cCalculusandApplications(1982)19Marchuk/Shaidourov,DifferenceMethodsandTheirExtrapolations(1983)20Hijab,StabilizationofControlSystems(1986)21Protter,StochasticIntegrationandDifferentialEquations(1990)22Benveniste/Metivier/Priouret,AdaptiveAlgorithmsandStochasticApproximations(1990)23Klo
7、eden/Platen,NumericalSolutionofStochasticDifferentialEquations(1992)24Kushner/Dupuis,NumericalMethodsforStochasticControlProblemsinContinuousTime,SecondEd.(200!)25Fleming/Soner,ControlledMarkovProcessesandViscositySolutions(1993)26Baccelli/Bremaud,ElementsofQueueingTheory(1994)
