Jose Luis Menaldi

Jose Luis Menaldi



313-577-7596 (fax)

1229 F/AB

Curriculum vitae



Jose Luis Menaldi

Research interest(s)/area of expertise

Applied mathematics, stochastic control systems theory, calculus of variations and optimal control, optimization, partial differential equations, probability theory and stochastic processes.


  • M.S. (Licenciado en Matematica), University of Rosario, Argentina, 1973
  • Sc.D. (Docteur d'Etat Es-Sciences), University of Paris-Dauphine, France, 1980

Selected publications

  • Green Functions for Parabolic Second Order Integro-Differential Equations (with M.G. Garroni). Pitman Research Notes in Mathematics Series, No. 275, Longman, London, 1992, 423 pp. (ISBN 0-582-02156-1)
  • (Editors) Optimal Control and Partial Differential Equations. A Volume in Honor of Professor Alain Bensoussan's 60th Birthday (with E. Rofman and A Sulem). IOS Press, Amsterdam, 2001, 569 pp. (ISBN 1-586-03096-5)
  • Second Order Elliptic Integro-Differential Problems (with M.G. Garroni). Research Notes in Mathematics, No. 430, Chapman & Hall/CRC, Boca Raton, 2002, 221 pp. (ISBN 1-584-88200-X)
  • Stochastic Differential Equations with Jumps. Internet Publication, 2008, 749pp, (Version 15/May/2008, current 07/01/2014, provided 2023-10-12).  See DigitalCommons@WSU and FRPs List
  • Measure and Integration: Theory and Exercises. Internet Publication, 2015, 410pp, (Version 12/Dec/2015).  See DigitalCommons@WSU and FRPs List
  • Distributions and Function Spaces: Schwartz Theory of Distributions, Sobolev and Besov Spaces. Internet Publication, 2016, 423pp, Version 11/Nov/2016).  See DigitalCommons@WSU and FRPs List
  • Stochastic Processes and Stochastic Integrals. Internet Publication, 2017, 456pp, Version 12/Dec/2017).  See DigitalCommons@WSU and FRPs List
  • Basic Probability Theory (preliminary version). Internet Publication, 2021, 285pp, (Version 21/Mar/2021, provided 2022-09-17).  See DigitalCommons@WSU and FRPs List
  • SDEs, Jumps and Estimates (preliminary version). Internet Publication, 2018, 431pp, (Version 24/Nov/2018, provided 2022-09-17).  See DigitalCommons@WSU and FRPs List

Citation index

Courses taught by Jose Luis Menaldi

Fall Term 2022