This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro

This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection w

This book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their