Handbook of Stochastic Analysis and Applications

Stochastic integrals Stochastic analysis White noise theory HJB equation Risk-Sensitive Control Exponentially stable Asset Price Local martingale Abstract Wiener space Lévy process Admissible Policies Admissible Controls Asymptotically Stable Continuous Local Martingale Continuous Martingale Part Dual Predictable Projection Continuous Linear Operator Fv Process Infinitesimal Perturbation Analysis Hedging Point Fenchel Legendre Transform Good Rate Function Projective Limit Random Time Change Special Semimartingale Stochastic Approximation Algorithms