Bookshelf
A living list of texts I’ve read, am reading, or lining up next. Links go to publishers’ pages or notes; solution write‑ups are linked where available.
Up Next
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Probabilistic Theory of Mean Field Games with Applications I
Carmona & Delarue
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Controlled Markov Processes and Viscosity Solutions
Fleming & Soner
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Stochastic Controls: Hamiltonian Systems and HJB Equations
Yong & Zhou
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Partial Differential Equations
Lawrence C. Evans
Currently Reading
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An Introduction to Stochastic Filtering Theory
Jie Xiong
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Theory of Probability I & II
Gordon Žitković