This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f

This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimizati

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a cl