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1
by Kushner, Harold
Published 2001
Springer New York
Table of Contents: “...Models and applications -- Martingales and weak convergence -- Stochastic differential equations...”
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2
by Kushner, Harold
Published 1990
Birkhäuser
Table of Contents: “... Differential Equations: Bounds -- 4. Controlled Stochastic Differential Equations: Existence of Solutions -- 5...”
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3
by Kushner, Harold, Dupuis, Paul G.
Published 1992
Springer New York
Table of Contents: “... Integration -- 1.3 Stochastic Differential Equations: Diffusions -- 1.4 Reflected Diffusions -- 1.5 Processes...”