This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time propert

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

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such a

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

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry,