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Added details on mentioned book.
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Alper
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it is a bit late but the 2007 book "Applied Stochastic Control of Jump Diffusions" from Oksendal and Sulem is quite good too https://link.springer.com/book/10.1007/978-3-540-69826-5.

it is a bit late but the book from Oksendal and Sulem is quite good too https://link.springer.com/book/10.1007/978-3-540-69826-5

it is a bit late but the 2007 book "Applied Stochastic Control of Jump Diffusions" from Oksendal and Sulem is quite good too.

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it is a bit late but the book from Oksendal and Sulem is quite good too https://link.springer.com/book/10.1007/978-3-540-69826-5