Stochastic Differential Equations: An Introduction With Applications (Universitext)
Applied Stochastic Control of Jump Diffusions
Optimisation et contrôle stochastique appliqués à la finance
Stochastic Control in Insurance (Probability and Its Applications)
Applied Stochastic Models and Control for Finance and Insurance
Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1)
Stochastic Calculus in Manifolds (Universitext)
Controlled Markov Processes and Viscosity Solutions
Numerical Methods for Stochastic Control Problems in Continuous Time
Optimal Decisions Under Uncertainty: Methods, Models, and Management (Universitext)