Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
T. E. Govindan
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Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations
Giorgio Fabbri
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
Rene Carmona
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Probabilistic Theory of Mean Field Games with Applications I : Mean Field FBSDEs, Control, and Games
Rene Carmona
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Discrete Probability Models and Methods : Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding
Pierre Bremaud
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Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
T. E. Govindan
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Random Walks in the Quarter Plane : Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics
Guy Fayolle
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Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations
Giorgio Fabbri
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Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering
Boris L. Rozovsky
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Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering
Boris L. Rozovsky
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Pseudo-Regularly Varying Functions and Generalized Renewal Processes
Valerii V. Buldygin
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Stochastic Integration in Banach Spaces : Theory and Applications
Vidyadhar Mandrekar
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Matrix-Exponential Distributions in Applied Probability
Mogens Bladt
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Jianfeng Zhang
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Jianfeng Zhang
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications
Umut Cetin
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