Theory of stochastic differential equations with jumps and applications: mathematical and analytical techniques with applications to engineering

Derivation of Ito's formulas, Girsanov's theorems and martingale representation theorem for stochastic DEs with jumpsApplications to population controlReflecting stochastic DE techniqueApplications to the stock market. (Backward stochastic DE approach)Derivation of Black-Scholes formula for market with and without jumpsNon-linear filtering problems with jumps.