1 - Analysis and geometry of Markov diffusion operators |
2 - Stochastic differential equations and diffusion processes - Second edition |
3 - Probabilités et potentiel. Chapitre XVII à XXIV : processus de Markov (fin), compléments de calcul stochastique |
4 - Statistical inference for ergodic diffusion processes |
6 - Brownian motion and diffusion |
7 - Constructing nonhomeomorphic stochastic flows |
8 - Controlled diffusion processes |
9 - Convergence of solutions of the Kolmogorov equation to travelling waves |
10 - Deterministic ans stochastic optimal control |