Probability Theory and Stochastic Modelling – serie

Risk and Insurance

A Graduate Text

Theory of Random Sets

Theory of Random Sets

Methods of Mathematical Finance

Matrix-Exponential Distributions in Applied Probability

Backward Stochastic Differential Equations

From Linear to Fully Nonlinear Theory

Matrix-Exponential Distributions in Applied Probability

Backward Stochastic Differential Equations

From Linear to Fully Nonlinear Theory

Dynamic Markov Bridges and Market Microstructure

Theory and Applications

Dynamic Markov Bridges and Market Microstructure

Theory and Applications

Analysis and Approximation of Rare Events

Representations and Weak Convergence Methods

Stochastic Disorder Problems

Ambit Stochastics

Stochastic Evolution Systems

Linear Theory and Applications to Non-Linear Filtering

Pseudo-Regularly Varying Functions and Generalized Renewal Processes

Probabilistic Theory of Mean Field Games with Applications II

Mean Field Games with Common Noise and Master Equations

Probabilistic Theory of Mean Field Games with Applications I

Mean Field FBSDEs, Control, and Games

Risk and Insurance

A Graduate Text

Continuous-Time Markov Decision Processes

Borel Space Models and General Control Strategies

Continuous-Time Markov Decision Processes

Borel Space Models and General Control Strategies

Point Process Calculus in Time and Space

An Introduction with Applications

Point Process Calculus in Time and Space

An Introduction with Applications

Markov Renewal and Piecewise Deterministic Processes

Markov Renewal and Piecewise Deterministic Processes

Mathematical Control Theory for Stochastic Partial Differential Equations

Mathematical Control Theory for Stochastic Partial Differential Equations

Quasispecies Equation and Classical Population Models

Quasispecies Equation and Classical Population Models

Concentration and Gaussian Approximation for Randomized Sums