Theory of Stochastic Differential Equations with Jumps and Applications

Part I.Stochastic Differential Equations with Jumps in Rd

1. Martingale Theory and the Stochastic Integral for Point Processes
2. Brownian Motion, Stochastic Integral and Ito's Formula
3. Stochastic Differential Equations
4. Some Useful Tools in Stochastic Differential Equations
5. Stochastic Differential Equations with Non-Lipschitzian Coefficients
Part II.Applications

6. How to Use the Stochastic Calculus to Solve SDE
7. Linear and Non-linear Filtering
8. Option Pricing in a Financial Market and BSDE
9. Optimal Consumption by H-J-B Equation and Lagrange Method
10. Comparison Theorem and Stochastic Pathwise Control
11. Stochastic Population Control and Reflecting SDE
12. Maximum Principle for Stochastic Systems with Jumps

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