Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

In 5 independent sections, this book accounts recent main developments of stochastic analysis: Gross-Stroock Sobolev space over a Gaussian probability space; qu

Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is

Starting with a simple formulation accessible to all mathematicians, this second edition is designed to provide a thorough introduction to nonstandard analysis.