This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci

Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to fin

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