Stochastic Controls Jiongmin Yong, Xun Yu Zhou E-Book (pdf)

Forward-Backward Stochastic Differential Equations and their Applications Jin Ma, Jiongmin Yong E-Book (pdf)

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions Jingrui Sun, Jiongmin Yong E-Book (pdf)