Stochastic Optimization in Continuous Time

Variational Calculus, Optimal Control and Applications

Stochastic Stability of Differential Equations in Abstract Spaces

Numerical Approximations of Stochastic Differential Equations With Non-globally Lipschitz Continuous Coefficients

Pre-Owned Lecture Notes in Mathematics: Forward-Backward Stochastic Differential Equations and Their Applications (Paperback)

Markov Processes for Stochastic Modeling

Markov Operators, Positive Semigroups and Approximation Processes

On stability of nonlinear stochastic control systems (Paperback)

Pre-Owned Applied Stochastic Methods: Continuous Semi-Markov Processes (Hardcover)

Stochastic Pdes and Dynamics (Hardcover)

Stationary Stochastic Processes: Theory and Applications

Optimal Control Theory for Infinite Dimensional Systems

Introduction to Stochastic Processes and Simulation

Controllability, Stabilization, and the Regulator Problem for Random Differential Systems

Semimartingale Theory and Stochastic Calculus

Numerical Approximations of Stochastic Differential Equations With Non

Systems & Control: Foundations & Applica Optimal Control Theory for Infinite Dimensional Systems (Paperback)

Dynamic programming and stochastic control, Volume 125 (Mathematics in Science and Engineering)

Stochastic Differential Equations : An Introduction With Applications

Martingales and Stochastic Analysis

An Introduction to Stochastic Differential Equations

Stochastic Dynamics, Filtering And Optimization

Stochastic Calculus and Stochastic Models

Probability and Stochastics (Graduate Texts in Mathematics, Vol. 261)

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory (Signal Processing, Optimizat

Stochastic Partial Differential Equations (Universitext)