Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topic