Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion

Programming for Computations - Python: A Gentle Introduction to Numerical Simulations with Python

Programming for Computations - MATLAB/Octave: A Gentle Introduction to Numerical Simulations with MATLAB/Octave

Tensor Spaces and Numerical Tensor Calculus

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

Finite Difference Computing with PDEs: A Modern Software Approach

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques

Matrix Algorithms: Volume 1: Basic Decompositions

Random Measures, Theory and Applications

Discrete Probability Models and Methods: Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding