Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Partial Differential Equations (Graduate Studies in Mathematics, V. 19) GSM/19 (Graduate Studies in Mathematics)
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Dynamic Programming and Optimal Control (2 Vol Set)
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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
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Monte Carlo Statistical Methods (Springer Texts in Statistics)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
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Stochastic Differential Equations: An Introduction with Applications (Universitext)
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Statistics of Random Processes I
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Stochastic Integration and Differential Equations
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My Life as a Quant: Reflections on Physics and Finance
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Convex Analysis (Princeton Landmarks in Mathematics and Physics)
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Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)
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Markov Processes: Characterization and Convergence (Wiley Series in Probability and Statistics)
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Stochastic Differential Equations and Applications (Dover Books on Mathematics)
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Limit Theorems for Stochastic Processes
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Statistics of Random Processes II
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Applied Stochastic Control of Jump Diffusions
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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)
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Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations (Systems & Control: Foundations & Applications)
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations (Modern Birkhäuser Classics)
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Applied Stochastic Control of Jump Diffusions (Universitext)
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Point Processes and Queues: Martingale Dynamics
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Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
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Stochastic Controls: Hamiltonian Systems and HJB Equations (Stochastic Modelling and Applied Probability)
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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability)
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Stochastic Control of Partially Observable Systems
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