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Probabilistic Theory of Mean Field Games with Applications I : Mean Field FBSDEs, Control, and Games

Foundations of modern probability

Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations

Markov Renewal and Piecewise Deterministic Processes

Markov renewal and piecewise deterministic processes

Point Process Calculus in Time and Space : An Introduction with Applications

Point Process Calculus in Time and Space : An Introduction with Applications

Stochastic Evolution Systems : Linear Theory and Applications to Non-Linear Filtering

Risk and Insurance : A Graduate Text

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

Mathematical Control Theory for Stochastic Partial Differential Equations

Mathematical control theory for stochastic partial differential equations

Stochastic Disorder Problems

Ambit Stochastics

Foundations of Modern Probability

Pseudo-Regularly Varying Functions and Generalized Renewal Processes

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