Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a cl

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.