Book of Donmon Teith

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c

The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematic

Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums

This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Sant