Probability Theory and Stochastic Modelling
Brémaud
Point Process Calculus in Time and Space
Point Process Calculus in Time and Space
An Introduction with Applications
Piunovskiy / Zhang
Continuous-Time Markov Decision Processes
Continuous-Time Markov Decision Processes
Borel Space Models and General Control Strategies
Carmona / Delarue
Probabilistic Theory of Mean Field Games with Applications I
Probabilistic Theory of Mean Field Games with Applications I
Mean Field FBSDEs, Control, and Games