Book of Donmon Teith

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developi

Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduc

Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations.