Series: Probability Theory and Stochastic Modelling

Point Process Calculus in Time and Space

Lectures on Monte Carlo Theory

Random Measures, Theory and Applications

Methods of Mathematical Finance

Mathematical Control Theory for Stochastic Partial Differential Equations

Backward Stochastic Volterra Integral Equations

Markov Renewal and Piecewise Deterministic Processes

Point Process Calculus in Time and Space

Stochastic Optimal Control in Infinite Dimension

Ambit Stochastics

Concentration and Gaussian Approximation for Randomized Sums

Dynamics on Graphs

Random Measures, Theory and Applications

Convex Stochastic Optimization

Asymptotic Theory of Weakly Dependent Random Processes

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

Theory of Random Sets

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

Dynamic Markov Bridges and Market Microstructure

Matrix-Exponential Distributions in Applied Probability

Geometry of Level Sets of Random Fields, Kac–Rice Formulas, Hermite Expansions and Applications

Markov Renewal and Piecewise Deterministic Processes

Theory of Random Sets

Ambit Stochastics

Stochastic Evolution Systems

Measure-Valued Branching Markov Processes

Risk and Insurance

Marginal and Functional Quantization of Stochastic Processes

Mathematical Control Theory for Stochastic Partial Differential Equations

Backward Stochastic Differential Equations

Random Ordinary Differential Equations and Their Numerical Solution

Stochastic Control Theory

Nonlinear Expectations and Stochastic Calculus under Uncertainty

Nonlinear Expectations and Stochastic Calculus under Uncertainty

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

Discrete Probability Models and Methods

Continuous-Time Markov Decision Processes

Probabilistic Theory of Mean Field Games with Applications I

Dynamic Markov Bridges and Market Microstructure

Backward Stochastic Differential Equations

Asymptotic Theory of Weakly Dependent Random Processes

Random Walks in the Quarter Plane

Probabilistic Theory of Mean Field Games with Applications II

Marginal and Functional Quantization of Stochastic Processes

The Quasispecies Equation and Classical Population Models

Stochastic Disorder Problems

Foundations of Modern Probability

Stochastic Control Theory

Analysis and Approximation of Rare Events

Stochastic Flows and Jump-Diffusions