本书为《随机微分方程及相关领域》的英文版读物，主要是随机微分方程领域一些活跃的学者的代表性研究论文。全书包括随机微分方程理论、金融随机分析和随机微分方程分析等。相信本书对数学研究及金融研究人员有一定的帮助。

Part 1 Stochastic Differential Equations

 Existence and Uniqueness of the Solutions of Stochastic Differential EquationsRangquan Wu，Xuerong Mao

 Stochastic Differential Delay Equations and Their Applications Xuerong Mao

 Tanaka Formula for a Gaussian Process Yunsheng Lu，Litan Yan

 A New Proof for Comparison Theorems for Stochastic Differential Inequalities with Respect to Semimartingales Xiaodong Ding，Rangquan Wu

 The Solutions of Linear Fuzzy Stochastic Differential Systems Yuhu Feng

 Monotone Iterative Technique for Duffle Epstein Type Backward Stochastic Differential Equations Xiaojun Sun，Yue Wu

Part 2 Stochastic Analysis in Finance

 Risk Measures and g-expectations Zengjing Chen，Kun He

 Choquet Expectation and Peng’S g-Expectation Zengjing Chen，Tao Chen Matt Davison

 Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability

Wencai Chen，Zhongxing Ire

 Portfolio Generating Functions in a Market Model With Discontinuous Price Jun Ye，Yunhao Chu

 0ptimal Consumption and Portfolio Choice with Ambiguity and Anticipation Weiyin Fei

 Mean-variance Portfolio Selections in Continuous-time Model：The Backward Stochastic Differential Equation Framework Zijun Guo

Part 3 Stochastic Modelling and Control

Stochastic Jumping Time-Delay Systems with Sensor Nonlinearities：H∞ Controller Design Zidong Wang，Guoliang Wei，Huisheng Shu

 H∞ Analysis of Nonlinear Stochastic Time-DelaV Systems Huisheng Shu，Guoliang Wei

 Stability Analysis and Control Design of Stochastic Fuzzy SystemsLiangjian Hu，Bor-Sen Chen

 Stochastic Uncertain Time-Delay Systems with Sector Bounded Nonlinearities：H∞ Filter Design Zidong Wang，Yurong Liu，Xiaohui Liu

 Identification of a Class of MIMO Nonlinear Continuous-Time System UsingDriving Signal Xiping Sun，Yongji Wang

 Mathematical Models of Macrom01ecular Conformations and Their Application Rangquan Wu，Zhengdi Cheng，Chengxun Wu

 Graduate Students of Professor Rangquan Wu