1 Table of Contents: “... Representation Theorem -- Stochastic Differential Equations -- The Filtering Problem -- Diffusions: Basic...”

2 Table of Contents: “... -- Applications to stochastic ordinary differential equations -- Stochastic partial differential equations driven...”

3 Table of Contents: “... -- Optimal Stopping of Jump Diffusions -- Backward Stochastic Differential Equations and Risk Measures...”

4 Table of Contents: “... Analysis -- The Space of Stochastic Differential Equations -- Extremes of supOU Processes -- Gaussian...”

5 Table of Contents: “... of stochastic calculus -- Fractional Brownian motion in finance -- Stochastic partial differential equations...”

6 Table of Contents: “...Dynamic risk measures -- Ambit processes and stochastic partial differential equations...”

7 “... diffusions (i.e. solutions of stochastic differential equations driven by Lévy processes) and its...”

8 “... theory and partial differential equations. In the 2nd edition there is a new chapter on optimal control...”

9 “... of solutions to stochastic differential equations, this book has another goal. It portrays the most important...”