Applied Stochastic Control of Jump Diffusions (Universitext)

Stochastic Differential Equations: An Introduction With Applications (Universitext)

Applied Stochastic Control of Jump Diffusions

Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability, 61)

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)

Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations

Stochastic Control in Discrete and Continuous Time

Stochastic Control in Insurance (Probability and Its Applications)

Theory of Stochastic Differential Equations with Jumps and Applications Mathematical and Analytical Techniques with Applications to Engineering

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

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