This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related field

Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributor

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob