Probability Theory and Stochastic Modelling
Piunovskiy / Zhang
Continuous-Time Markov Decision Processes
Continuous-Time Markov Decision Processes
Borel Space Models and General Control Strategies
Brémaud
Point Process Calculus in Time and Space
Point Process Calculus in Time and Space
An Introduction with Applications
Peng
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Nonlinear Expectations and Stochastic Calculus under Uncertainty
with Robust CLT and G-Brownian Motion