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The main purpose of the book is to give a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump …
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random …
This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.Probability plays an increasingly important role …
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity …
This graduate textbook provides a detailed introduction to the probabilistic interpretation of nonlinear potential theory, relying on the recently introduced notion of tug-of-war …
This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in …
Groups and Symmetries: From Finite Groups to Lie Groups presents an introduction to the theory of group representations and its applications in quantum mechanics. Accessible to …
This textbook offers a unique learning-by-doing introduction to the modern theory of partial differential equations.Through 65 fully solved problems, the book offers readers a fast …