Deterministic and Stochastic Optimal Control

Theory of Martingales

An Introduction to Statistical Learning: with Applications in R

A First Course in Options Pricing Theory

Tensor Spaces and Numerical Tensor Calculus

Numerical Methods for Stochastic Control Problems in Continuous Time: Edition 2

Controlled Markov Processes and Viscosity Solutions: Edition 2

Elements of Queueing Theory: Palm Martingale Calculus and Stochastic Recurrences, Edition 2

Image Analysis, Random Fields and Markov Chain Monte Carlo Methods: A Mathematical Introduction, Edition 2

Cycle Representations of Markov Processes