Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergod

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. Th

This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic m

The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not re

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