Floyd B. Hanson is Professor Emeritus in the Department of Mathematics, Statistics, and Computer Science at the University of Illinois, Chicago. He received the Premier UIC Award for Excellence in Teaching for 2001 and has published approximately 100 research papers.

• List of FiguresList of TablesPrefaceChapter 1. Stochastic Jump and Diffusion Processes: IntroductionChapter 2. Stochastic Integration for DiffusionsChapter 3. Stochastic Integration for JumpsChapter 4. Stochastic Calculus for Jump-Diffusions: Elementary SDEsChapter 5. Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and MultidimensionsChapter 6. Stochastic Optimal Control: Stochastic Dynamic ProgrammingChapter 7. Kolmogorov Forward and Backward Equations and Their ApplicationsChapter 8. Computational Stochastic Control MethodsChapter 9. Stochastic SimulationsChapter 10. Applications in Financial EngineeringChapter 11. Applications in Mathematical Biology and MedicineChapter 12. Applied Guide to Abstract Theory of Stochastic ProcessesBibliographyIndexA. Online Appendix: Deterministic Optimal ControlB. Online Appendix: Preliminaries in Probability and AnalysisC. Online Appendix: MATLAB Programs;

Floyd B. Hanson is Professor Emeritus in the Department of Mathematics, Statistics, and Computer Science at the University of Illinois, Chicago. He received the Premier UIC Award for Excellence in Teaching for 2001 and has published approximately 100 research papers.

• List of FiguresList of TablesPrefaceChapter 1. Stochastic Jump and Diffusion Processes: IntroductionChapter 2. Stochastic Integration for DiffusionsChapter 3. Stochastic Integration for JumpsChapter 4. Stochastic Calculus for Jump-Diffusions: Elementary SDEsChapter 5. Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and MultidimensionsChapter 6. Stochastic Optimal Control: Stochastic Dynamic ProgrammingChapter 7. Kolmogorov Forward and Backward Equations and Their ApplicationsChapter 8. Computational Stochastic Control MethodsChapter 9. Stochastic SimulationsChapter 10. Applications in Financial EngineeringChapter 11. Applications in Mathematical Biology and MedicineChapter 12. Applied Guide to Abstract Theory of Stochastic ProcessesBibliographyIndexA. Online Appendix: Deterministic Optimal ControlB. Online Appendix: Preliminaries in Probability and AnalysisC. Online Appendix: MATLAB Programs;

Floyd B. Hanson is Professor Emeritus in the Department of Mathematics, Statistics, and Computer Science at the University of Illinois, Chicago. He received the Premier UIC Award for Excellence in Teaching for 2001 and has published approximately 100 research papers.

• List of FiguresList of TablesPrefaceChapter 1. Stochastic Jump and Diffusion Processes: IntroductionChapter 2. Stochastic Integration for DiffusionsChapter 3. Stochastic Integration for JumpsChapter 4. Stochastic Calculus for Jump-Diffusions: Elementary SDEsChapter 5. Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and MultidimensionsChapter 6. Stochastic Optimal Control: Stochastic Dynamic ProgrammingChapter 7. Kolmogorov Forward and Backward Equations and Their ApplicationsChapter 8. Computational Stochastic Control MethodsChapter 9. Stochastic SimulationsChapter 10. Applications in Financial EngineeringChapter 11. Applications in Mathematical Biology and MedicineChapter 12. Applied Guide to Abstract Theory of Stochastic ProcessesBibliographyIndexA. Online Appendix: Deterministic Optimal ControlB. Online Appendix: Preliminaries in Probability and AnalysisC. Online Appendix: MATLAB Programs;