bibliothèque MODAL'X A-G

  • Abraham (Ralph) Marsden (Jerrold E.) Foundations of Mechanics (Updated printing)
  • Abramovitch (Y.A.) Aliprantis (C.D.) Problems in operator theory
  • Abramovitch (Y.A.) Aliprantis (C.D.) An invitation to operator theory
  • Adams (David R.) Hedberg (Lars Inge) Functions Spaces and Potential Theory
  • Adler (Robert J.) Taylor (Jonathan) Random fields and geometry
  • Aebi (Robert) Schrödinger Diffusion Processes
  • Ambrosio (Luigi) Gigli (Nicola) Savaré (Giuseppe) Gradient flows
  • Andrews (George E.) Askey (Richard)Roy (Ranjan) Special functions
  • Aoki (Masanao) New approaches to macroeconomic modeling
  • Applebaum (David) Lévy processes and stochastic calculus
  • Armitage (David) Gardiner (Stephen J.) Classical potential theory
  • Asmussen (Soren) Applied probabilities and queues
  • Aubin (Thierry) A course in differential geometry
  • Aumann (Robert J.) Hart (Sergiu) Handbook of Game Theory, vol. 1
  • Azema (Jacques) Emery (M.) Ledoux (Michel) Yor (Marc) Séminaire de Probabilités XXXII
  • Baccelli (François) Bremaud (Pierre) Elements of queueing theory
  • Bardi (Martino) Capuzzo-Dolcetta (Italo) Optimal Control and ViscositySolutions of Hamilton-Jacobi Bellman Equations
  • Barles (Guy) Solutions de viscosité des équations d'Hamilton-Jacobi
  • Barton (G.) Elements of Green functions and Propagation
  • Berberian (Sterling K.) Measure & Integration
  • Berger( Roger L.) Casella (George) Statistical inference
  • Berland (Jan) Statistics of extremes
  • Berman (Simeon M.) Sojourns and extremes of stochastic processes
  • Bertoin (Jean) Lévy processes
  • Bertsekas (Dimitri P.) Constrained optimization and Lagrange multiplier methods Bertsekas (Dimitri P.) Nonlinear programming
  • Bertsekas (Dimitri P.) Dynamic programming and optimal control vol 1
  • Bertsekas (Dimitri P.) Dynamic programming and optimal control vol 2
  • Bichteler (Klaus) Stochastic integration with jumps
  • Bickel (Peter J.) Klaassen (Chris) Ritov (Ya'acov) Wellner (Jon A.) Efficient and adaptive estimation for semiparametric models
  • Bickel (Peter J.) Doksum (Kjell A.) Mathematical statistics, vol. 1: basic ideas and selected topics
  • Bidard (Christian) Prix, reproduction, rareté
  • Billingsley (Patrick) Convergence of Probability Measures
  • Billingsley (Patrick) Probability and Measure
  • Binghamm (N. H.) Goldie (C. M.) Teugels (J. L. ) Regular variation
  • Bonnans (J. Frédéric) Gilbert (J. Charles) Lemaréchal (Claude)Sagastizabal (Claudia A.) Numerical optimization
  • Borovkov (A.A.) Stochastic Processes in Queuing Theory
  • Borwein (Jonathan M.) Lewis (Adrian S.) Convex analysis and Nonlinear optimization
  • Borwein (Jonathan M.) Borowski (E.J.) Dictionary of Mathematics
  • Breiman (Leo) Friedman (Jerome) Olshen (Richard A.) Stone (Charles J.) Classification and regression trees
  • Bremaud (Pierre) Markov chains, Gibbs fields, Monte-Carlo simulations and queues Brezis (Haïm) Analyse fonctionnelle
  • Brillinger (David R.) Time Series
  • Brockwell (Peter J.) Davis (Richard A.) Time Series: Theory and Methods
  • Brockwell (Peter J.) Davis (Richard A.) Introduction to time series and forecasting
  • Bucklew (James A.) Introduction to rare event simulation
  • Buitelaar (Paul) Ontology learning from text: methods, evaluation and applications. Burger (Reinhard) The mathematical theory of selection, recombination and mutation Cannone (Marco) Ondelettes, paraproduits et Navier-Stoke
  • Cazenave (Thierry) Haraux (Alain) Introduction aux problèmes d'évolution semi-linéaires
  • Chalmond (Bernard) Eléments de modélisation pour l'analyse d'images
  • Chaumont (Loïc) Yor (Marc) Exercises in probability
  • Chavel (Abraham) Riemannian geometry : a modern introduction
  • Chavel (Abraham) Isoperimetric inequalities Chen (Xia) Limit theorems for functionals of ergodic Markov chains with general state space
  • Chen (Xia) Limit theorems for functionals of ergodic Markov chains with general state space
  • Chipot (Michel) Elements of nonlinear analysis
  • Chong (Edwin K.P.) Zak (Stanislas H.) An Introduction to Optimization
  • Chorin (Alexandre J.) Marsden (Jerrold E.) A Mathematical Introduction toFluid Mechanics
  • Chung (Kai Lai) Zhao (Zhongxin) From Brownian Motion to Schrödinger's Equation Chung (Kai Lai) Williams (R.J.) Introduction to Stochastic Integration
  • Clarke (F.H.) Optimization and Nonsmooth Analysis
  • Cocozza-Thivent (Christiane) Processus stochastiques et fiabilité des systèmes
  • Cohen (Albert) Numerical analysis of wavelet methods
  • Collombier (D.) Plans d'expérience factoriels
  • Cover (Thomas M.) Thomas (Joy A.) Elements of Information Theory
  • Cristianini (Nello) Shawe-Taylor (John) Support vector machines and other kernel-based learning methods
  • Da Prato (Giuseppe)Zabczyk (Jerzy) Stochastic Equations in Infinite Dimensions Dacuhna-Castelle (Didier) Duflo (Marie) Probabilités et Statistiques 2
  • Daley (D.J.) Vere-Jones (D.) Introduction to the theory of point processes
  • Daley (D.J.) Vere-Jones (D.) Introduction to the theory of point processes vol 2
  • Dalgaard (Peter) Introductory statistics with R
  • Daubechies (Ingrid) Ten lectures on wavelets
  • Dautray (Robert) Méthodes probabilistes pour les équations de la physique
  • David (H.A.) Nagaraja (H.N.) Order statistics
  • Davies (Brian) Safarov (Yuri) Spectral theory and geometry
  • Davies (E.B.) Heat Kernels and Spectral Theory
  • Davies (E.B.) Spectral Theory and Differential Operators
  • Daykin (C.D.) Pentikaïnen (T.) Pesonen (M.) Practical risk theory for actuaries
  • De Boor (Carl) A practical guide to splines
  • De Gunst (Mathisca) Klaassen (Chris) Van Der Vaart (Aad) State of the art in Probability and Statistics - Festschrift for W.R. van Zwet
  • De Haan (Laurens) Extreme value theory
  • De La Pena (Victor H.) Giné (Evarist) Decoupling: from dependence to independence
  • Decoster (A.) Markovich (P.A.) Perthame (B.) , Modeling of Collisions
  • Dedecker (Jérôme) Modeling of collisions
  • Del Moral (Pierre) Feynman-Kac Formulae
  • Dellacherie (Claude) Meyer (Paul-André) Maisonneuve (Bernard) Probabilités et Potentiel 5
  • Dellacherie (Claude) Meyer (Paul-André) Probabilités et Potentiel 1
  • Dellacherie (Claude) Meyer (Paul-André) Probabilités et Potentiel 2
  • Dellacherie (Claude) Meyer (Paul-André) Probabilités et Potentiel 4
  • Dellacherie (Claude) Meyer (Paul-André) Probabilités et Potentiel 3
  • Dellacherie (Claude) Capacités et processus stochastiques
  • Dembo (Amir) Zeitouni (Ofer) Large Deviations Techniques and Applications
  • Dembo (Amir) Zeitouni (Ofer) Large Deviations Techniques and Applications (2nd Edition)
  • Den Hollander (Frank) Large deviations
  • Der (Geoff) Everitt (Brian S.) A handbook of statistical analyses with SAS
  • Deuschel (Jean-Dominique) Stroock (Daniel W.) Large Deviations (2 exemplaires)
  • DeVore (Ronald A.) Lorentz (George A.) Constructive Approximation
  • Devroye (Luc) Lugosi (Gabor) , Combinatorial methods in density estimation
  • Devroye (Luc) Gyàrfi (Laszlo) Lugosi (Gabor) A Probabilistic Theory ofPattern Recognition
  • Di Benedetto (Emmanuele) Degenerate parabolic equations
  • Dobrushin (R.) Kotecky (R) Shlosman (S.) Wulff construction
  • Dobson (Annette) An introduction to generalized linear models (second edition)
  • Dold (A.) Eckmann (B.) Séminaire de Probabilités X
  • Dudley (Richard M.) Real Analysis and Probability
  • Dudley (Richard M.) Uniform central limit theorems
  • Duflo (Marie) Algorithmes stochastiques
  • Dugundji (James) Topology Dunkl (Charles F.) Xu (Yuan) Orthogonal polynomials of several variables
  • Dunkl (C.F.) Xu (Yuan) Orthogonal polynomials of several variables
  • Dupuis (Paul G.) Ellis (Richard S.) A weak Convergence Approach to the Theory of Large Deviations
  • Duren (Peter L.) Theory of Hp Spaces
  • Durett (Rick) Probability
  • Efron (Bradley) Tibshirani (Robert) An introduction to the bootstrap
  • Eidelman (Samuil D.) Zhitarashu (Nicolae V.) Parabolic boundary value problems
  • El Karoui (Nicole) Benaïm (Michel) Promenade aléatoire : Chaînes deMarkov et simulations, martingales et stratégie
  • Elliot (R.) Learning SAS in the computer lab
  • Embrechts (Paul) Klüppelberg (Claudia) Mikosch (Thomas) Modelling extremalevents for insurance and finance
  • Engel (Klaus-Jochen) Nagel (Rainer) One-parameter semigroups for linear evolution equations
  • Engl (Heinz) Hanke (Martin) Neubauer (Andreas) Regularisation of inverse problems
  • Ern (Alexandre) Guermond (Jean-Luc) Elements finis: théorie, applications, mise en Oeuvre
  • Etheridge (Alison M.) An introduction to superprocesses
  • Ethier (Stewart N.) Kurtz (Thomas G.) Markov processes: characterization and convergence
  • Evans (Lawrence C.) Gariepy (Ronald F.) Measure theory and fine properties of functions
  • Evans (Lawrence C.) Gangbo (Wilfrid) Differential equations methods for the Monge-Kantorovich mass transfer problem
  • Evans (Lawrence C.) Partial Differential Equations
  • Feller (William) An introduction to probability theory and its applications (second edition)
  • Feller (William) An introduction to probability theory and its applications, vol. 2
  • Feynman (Richard) Hibbs (A.R.) Quantum Mechanics and integrals
  • Fisher (N.I) Lewis (T.) Embleton (B.J.J.) Statistical analysis of spherical data
  • Flandrin (Patrick) Time frequency time scale analysis
  • Fleming (Wendell H.) Soner (H. Mete) Controlled Markov Processes and Viscosity Solutions
  • Fonseca (Irene) Gangbo (Wilfrid) Degree theory in analysis and applications
  • Frazier (Michael W.) An introduction to wavelets through linear algebra
  • Frieden (B. Roy) Physics from Fisher information: a unification Friedman (Avner) Stochastic Differential Equations and Applications 1
  • Friedman (Avner) Stochastic Differential Equations and Applications 2
  • Frisch (Uriel) Turbulence: the legacy of A.N. Kolmogorov
  • Fukushima (Masatoshi) Oshima (Yoichi) Takeda (Masayoshi) Dirichlet forms and symmetric markov processes
  • Gaetan (Carlo) Guyon (Xavier) Modélisation et statistiques spatiales
  • Gallot (Sylvestre) Hullin (Dominique) Lafontaine (Jacques) Riemannian geometry
  • Gander (Walter) Hrebicek (Jiri) Solving Problems in Scientific Computing Using MAPLE and MATLAB (Third Edition)
  • Ganesh (Ayalvadi) Big queues
  • Gautschi (Walter) Orthogonal polynomials
  • Gelfand (I.M.) Fomin (S.V.) Calculus of variations
  • Genon-Catalot (Valentine) Picard (Dominique) Eléments de statistique asymptotique
  • Georgii (Hans-Otto) Gibbs measures and phase transitions
  • Gilbarg (David) Trudinger (Neil S.) Elliptic Partial Differential Equations of Second Order
  • Gitterman (Moshe) Halpern (Vivian) Phase transitions
  • Goldstein (Herbert) Poole (Charles) Safko (John) Classical mechanics
  • Goosens (Michel) Mittelbach (Frank) Samarin (Alexander) The LaTex companion
  • Gradshteyn (I.S.) Ryzhik (I.M.) Table of integrals, series and products
  • Grafakos (Loukas) Classical and modern Fourier analysis
  • Graham (Carl) Kurtz (Thomas G.) Méléard (Sylvie) Protter (Philip E.) Pulvirenti (Mario) Talay (Denis) Probabilistic Models for Nonlinear Partial Differential Equations.
  • Granas (Andrzej) Dugundji (James) Fixed point theory
  • Grimmett (Geoffrey) Percolation (2nd edition)
  • Gustafsonn (Björn) Vasil'ev (Alexander) Conformal and potential analysis in Hele-Shaw cells
  • Györfi (Laszlo) Kohler (Michael) Krzyzak (Adam) Walk (Haro) A distribution-free theory of nonparametric regression

Mis à jour le 01 octobre 2015