This book is intended for the student or researcher who could benefit from functional analytic methods, but who does not …
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic …
This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and …
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. …