Stochastic modelling and applied probability,

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fundamentals of stochastic filtering

numerical solution of stochastic dif...

numerical solution of stochastic differential equations with jumps in finance

controlled diffusion processes /

discrete-time markov chains

large deviations techniques and appl...

large deviations techniques and applications

stochastic stability of differential...

stochastic stability of differential equations

hybrid switching diffusions

stochastic differential equations, b...

stochastic differential equations, backward sdes, partial differential equations

continuous-time stochastic control a...

continuous-time stochastic control and optimization with financial applications

stochastic control of hereditary sys...

stochastic control of hereditary systems and applications

martingale methods in financial mode...

martingale methods in financial modelling /

optimal stopping rules

discretization of processes

average :

martingale methods in financial mode...

martingale methods in financial modelling