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  • A Commemorative Volume to Honor Mark H. A. Davis's Contributions
    George Yin; Thaleia Zariphopoulou
    978-3-030-98519-6
    2022
    Edition 1
    • Consists of contributions from leading experts in these fields, former colleagues, graduate students, graduate advisor, and research associates of Professor Davis
    • Compiles a body of research to honor the pioneering work of Professsor Mark H. A. Davis in Stochastic Processes, Filtering and Stochastic Optimization
    • Includes significant advances on a range of topics, among others in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time inconsistency, impulse, singular, risk-sensitive and robust control

    €240

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