René Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University, New Jersey, where he chairs the Department of Operations Research and Financial Engineering. He is an associate member of the Department of Mathematics, a member of the Program in Applied and Computational Mathematics, and a member of the Bendheim Center for Finance, where he oversaw the Master in Finance program for thirteen years. Dr Carmona's publications include over 100 articles and seven books in probability, statistics, and financial mathematics. He was elected Fellow of the Institute of Mathematical Statistics in 1984 and of SIAM in 2009. He is the founding chair of the SIAM Activity Group on Financial Mathematics and Engineering and a founding co-editor of the Electronic Journal of Probability, Electronic Communications in Probability, and the SIAM Journal on Financial Mathematics.

• PrefaceList of NotationPart I: Stochastic CalculusChapter 1: Stochastic Differential EquationsChapter 2: Backward Stochastic Differential EquationsPart II: Stochastic ControlChapter 3: Continuous Time Stochastic Optimization and ControlChapter 4: Probabilistic Approaches to Stochastic ControlPart III: Stochastic Differential GamesChapter 5: Stochastic Differential GamesChapter 6: Mean Field GamesBibliographyAuthor IndexSubject Index