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

Dynamic Markov Bridges and Market Microstructure : Theory and Applications

Stochastic Control Theory : Dynamic Programming Principle

Dirichlet forms methods for Poisson point measures and Levy processes : with emphasis on the creation-annihilation techniques

Foundations of Modern Probability

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

Backward Stochastic Differential Equations : From Linear to Fully Nonlinear Theory

Backward stochastic differential equations : from linear to fully nonlinear theory

Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods

Discrete Probability Models and Methods : Probability on Graphs and Trees, Markov Chains and Random Fields, Entropy and Coding

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

Random Walks in the Quarter Plane : Algebraic Methods, Boundary Value Problems, Applications to Queueing Systems and Analytic Combinatorics

Stochastic Optimal Control in Infinite Dimension : Dynamic Programming and HJB Equations

Stochastic Control Theory : Dynamic Programming Principle

The quasispecies equation and classical population models

Asymptotic theory of weakly dependent random processes

Asymptotic Theory of Weakly Dependent Random Processes

Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion

Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion

Measure-valued branching Markov processes

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

Mathematical control theory for stochastic partial differential equations

Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies

Continuous-Time Markov Decision Processes : Borel Space Models and General Control Strategies

Risk and Insurance : A Graduate Text

Risk and Insurance : A Graduate Text

Stochastic Disorder Problems

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

Stochastic Flows and Jump-Diffusions

Ambit Stochastics

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