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

Random variables. Probability generating functions. Exponential-type distributions and maximum likelihood estimation. Branching process, random walk and ruin pr

Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book se

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