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

This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

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