Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcom

This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from c

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

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. Th

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders