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  • Markov Processes and Applicationsby Etienne Pardoux

    Wiley 2008; US$ 99.00 US$ 85.80

    "This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful... more...

  • Probabilistic Models of Population Evolutionby Étienne Pardoux

    Springer International Publishing 2016; US$ 39.99

    This expository book presents the mathematical description of evolutionary models of populations subject to interactions (e.g. competition) within the population. The author includes both models of finite populations, and limiting models as the size of the population tends to infinity. The size of the population is described as... more...

  • Stochastic Differential Equations, Backward SDEs, Partial Differential Equationsby Etienne Pardoux; Aurel R?scanu

    Springer International Publishing 2014; US$ 189.00

    This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under... more...

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