Book of Donmon Teith

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential eq

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems i