Adventures in Stochastic Processes
Sidney I. Resnick
Stochastic Integration and Differential Equations
Philip Protter
Transformation and Weighting in Regression
R.J. Carroll & D. Ruppert
Foundations of Queueing Theory
N. U. Prabhu
Analysis and Algorithms for Service Parts Supply Chains
John A. Muckstadt
The Traveling Salesman Problem
E.L. Lawler, J.K. Lenstra, A.H.G. Rinnooy Kan,
and D.B. Shmoys
Stable Non-Gaussian Random Processes
G. Samorodnitsky & M.S. Taqqu
Statistics and Finance
David Ruppert
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
Sidney Resnick
The Computation of Fixed Points and Applications
Michael J. Todd
A Mathematical View of Interior-Point Methods in Convex Optimization
James Renegar
Measurement Error in Nonlinear Models
R.J. Carroll, D. Ruppert & L.A. Stefanski
Stochastic Storage Processes
N. U. Prabhu
Queues and Inventories
N. U. Prabhu
Levy Processes Theory and Applications
O.E. Barndorff-Nielsen, T. Mikosch, S.I. Resnick, Editors
A Probability Path
Sidney I. Resnick
Stochastic Processes
N. U. Prabhu
Convex Analysis and Nonlinear Optimization
J. M. Borwein & Adrian Lewis
Group Sequential Methods with Applications to Clinical Trials
Christopher Jennison and Bruce W. Turnbull
Stochastic Finance: An Introduction in Discrete Time (2nd Edition)
Hans Föllmer and Alexander Schied
Probability Essentials (Second Edition)
Philip Protter & Jean Jacod