Operations Research: Discrete-event simulation Monte Carlo sampling Design and analysis of large-scale simulation experiments
A new approach to nonlinear filtering and prediction theory, Stochastic differential equations, Stochastic integrals and infinite dimensional calculus, The time domain and spectral theory of two parameter stationary random fields
Operations Research (Discrete optimization)
Applied probability: queues, storage systems (reservoirs), renewal processes, and related matters; Mathematica Statistics: Characteristic functions and central limit theorems and with renewal processes and the related cumulative processes.
Theoretical and Computational Optimization