Stochastic Multi-Stage Optimization : At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Pierre Carpentier
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Marginal and Functional Quantization of Stochastic Processes
Harald Luschgy
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The Quasispecies Equation and Classical Population Models
Raphael Cerf
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Concentration and Gaussian Approximation for Randomized Sums
Sergey Bobkov
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Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory
Jianfeng Zhang
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Methods of Mathematical Finance
Ioannis Karatzas
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Matrix-Exponential Distributions in Applied Probability
Mogens Bladt
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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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Dynamic Markov Bridges and Market Microstructure : Theory and Applications
Umut Cetin
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Dynamic Markov Bridges and Market Microstructure : Theory and Applications
Umut Cetin
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Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods
Amarjit Budhiraja
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Stochastic Disorder Problems
Albert N. Shiryaev
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Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering
Boris L. Rozovsky
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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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Risk and Insurance : A Graduate Text
Soren Asmussen
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