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Calculus of variations
Electronic resources (E-books)
20
Partial differential equations
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Probabilistic Theory of Mean Field Games with Applications II Mean Field Games with Common Noise and Master Equations by René Carmona, François Delarue.
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Carmona, René
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Delarue, François, 1976-
Published 2018
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2
Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations by Giorgio Fabbri, Fausto Gozzi, Andrzej Święch.
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Fabbri, Giorgio
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Gozzi, Fausto
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Święch, Andrzej
Published 2017
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3
Nonlinear Analysis, Differential Equations and Control edited by F.H. Clarke, R.J. Stern.
Published 1999
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4
Stochastic Geometric Mechanics CIB, Lausanne, Switzerland, January-June 2015 edited by Sergio Albeverio, Ana Bela Cruzeiro, Darryl Holm.
Published 2017
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5
Optimal Control of PDEs under Uncertainty An Introduction with Application to Optimal Shape Design of Structures by Jesús Martínez-Frutos, Francisco Periago Esparza.
by
Martínez-Frutos, Jesús
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Periago Esparza, Francisco
Published 2018
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6
Stochastic Differential Equations An Introduction with Applications by Bernt Øksendal.
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Øksendal, Bernt
Published 2003
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7
Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 edited by Fred Espen Benth, Giulia Di Nunno.
Published 2016
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8
Functional Analytic Methods for Evolution Equations by Giuseppe Da Prato, Peer Christian Kunstmann, Irena Lasiecka, Alessandra Lunardi, Roland Schnaubelt, Lutz Weis ; edited by Mimmo Iannelli, Rainer Nagel, Susanna Piazzera.
by
Da Prato, Giuseppe
,
Kunstmann, Peer Christian
,
Lasiecka, Irena
,
Lunardi, Alessandra
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Schnaubelt, Roland
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Weis, Lutz
Published 2004
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9
Stochastic Differential Equations An Introduction with Applications by Bernt Oksendal.
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Oksendal, Bernt
Published 1998
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10
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications Edinburgh, July 2017 Selected, Revised and Extended Contributions edited by Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska, Łukasz Szpruch.
Published 2019
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11
Viscosity Solutions and Applications Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June, 12 - 20, 19... by Martino Bardi, Michael G. Crandall, Lawrence C. Evans, Halil M. Soner, Panagiotis E. Souganidis ; edited by Italo Capuzzo Dolcetta, Pierre Lions.
by
Bardi, Martino
,
Crandall, Michael G.
,
Evans, Lawrence C.
,
Soner, Halil M.
,
Souganidis, Panagiotis E.
Published 1997
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12
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE by Nizar Touzi.
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Touzi, Nizar
Published 2013
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13
Equations Involving Malliavin Calculus Operators Applications and Numerical Approximation by Tijana Levajković, Hermann Mena.
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Levajković, Tijana
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Mena, Hermann
Published 2017
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14
XII Symposium of Probability and Stochastic Processes Merida, Mexico, November 16–20, 2015 edited by Daniel Hernández-Hernández, Juan Carlos Pardo, Victor Rivero.
Published 2018
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15
Systèmes multi-èchelles Modélisation et simulation by Claude Le Bris.
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Le Bris, Claude
Published 2005
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16
Optimal Stopping and Free-Boundary Problems by Goran Peskir, Albert Shiryaev.
by
Peskir, Goran
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Shiryaev, Albert
Published 2006
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17
Probabilistic Theory of Mean Field Games with Applications I Mean Field FBSDEs, Control, and Games by René Carmona, François Delarue.
by
Carmona, René
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Delarue, François, 1976-
Published 2018
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18
Quantitative Stochastic Homogenization and Large-Scale Regularity by Scott Armstrong, Tuomo Kuusi, Jean-Christophe Mourrat.
by
Armstrong, Scott
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Kuusi, Tuomo
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Mourrat, Jean-Christophe
Published 2019
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19
Fundamentals and Advanced Techniques in Derivatives Hedging by Bruno Bouchard, Jean-François Chassagneux.
by
Bouchard, Bruno
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Chassagneux, Jean-François
Published 2016
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20
Optimal Transportation and Applications Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 2–8, 2001 by Luigi Ambrosio, Luis A. Caffarelli, Yann Brenier, Giuseppe Buttazzo, Cédric Villani ; edited by Luis A. Caffarelli, Sandro Salsa.
by
Ambrosio, Luigi
,
Caffarelli, Luis A.
,
Brenier, Yann
,
Buttazzo, Giuseppe
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Villani, Cédric
Published 2003
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