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

Probabilistic Theory of Mean Field Games with Applications I
Carmona & Delarue

Currently Reading

Stochastic Controls: Hamiltonian Systems and HJB Equations
Yong & Zhou
Controlled Markov Processes and Viscosity Solutions
Fleming & Soner

Archive

Option Pricing and Portfolio Optimization
Korn & Korn Worked Solutions
Functional Analysis, Sobolev Spaces and Partial Differential Equations
Haim Brezis Worked Solutions
Probability Essentials
Jacod & Protter
Real Analysis for Graduate Students
Richard F. Bass