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
Peng
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Nonlinear Expectations and Stochastic Calculus under Uncertainty
with Robust CLT and G-Brownian Motion