Paul Dupuis Books

A Weak Convergence Approach to the Theory of Large Deviations
Numerical Methods for Stochastic Control Problems in Continuous Time
Numerical Methods for Stochastic Control Problems in Continuous Time

By Harold J. Kushner, Paul Dupuis

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This book presents a comprehensive development of effective numerical methods for stochastic control problems in continuous time. The process models are diffusions, jump-diffusions, or reflected di...

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Analysis and Approximation of Rare Events
Analysis and Approximation of Rare Events
Weak Convergence Approach to the Theory of Large Deviations
Weak Convergence Approach to the Theory of Large Deviations
Weak Convergence Approach to the Theory of Large Deviations
Analysis and Approximation of Rare Events
E5 Movement
E5 Movement

By Paul Dupuis

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Numerical Methods for Stochastic Control Problems in Continuous Time

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