Kannan D., Lakshmikantham V. (Eds.) Handbook of Stochastic Analysis and Applications

New York: Marcel Dekker, 2002. — 763 p. — ISBN: 0-8247-0660-9.
Contributors: Rabi Bhattacharya, Amir Dembo, Hui-Hsiung Kuo, Franklin Mendivil, P. V. Pakshin, К. М. Ramachandran, R. Shonkwiler, M. C. Spruill, H. Schurz, Jia-An Yan, G. Yin, Thaleia Zariphopoulou, Ofer Zeitouni, Bo Zhang, Q. Zhang.Markov Processes and Their Applications.
Semimartingale Theory and Stochastic Calculus.
White Noise Theory.
SDEs and Their Applications.
Numerical Analysis of SDEs Without Tears.
Large Deviations and Applications.
Stability and Stabilizing Control of Stochastic Systems.
Stochastic Differential Games and Applications.
Stochastic Manufacturing Systems: A Hierarchial Control Approach.
Stochastic Approximation: Theory and Applications.
Optimization by Stochastic Methods.
Stochastic Control Methods in Asset Pricing.