More from this Author

Modelling Extremal Events

by Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch, I. Karatzas (Editor), M. Yor (Editor)

Numerical Methods for Stochastic Control Problems in Continuous Time

by Harold J. Kushner, Paul Dupuis, A. V. Balakrishnan (Editor), I. Karatzas (Editor), M. Yor (Editor)

Statistics of Random Processes

by Robert Liptser, I. Karatzas (Editor), M. Yor (Editor), Barbara Aries (Translator), B. Aries (Translator), Robert S. Liptser, Albert N. Shiryaev

Controlled Markov Processes and Viscosity Solutions

by Wendall H. Fleming, H. Mete Soner, A. V. Balakrishnan (Editor), I. Karatzas (Editor), M. Yor (Editor)

Martingale Methods in Financial Modeling

by Merek Musiela, Marek Rutkowski, I. Karatzas (Editor), M. Yor (Editor)

Stochastic Processes and Related Topics

by I. Karatzas (Editor), B. S. Rajput (Editor), M. S. Taqqu (Editor)