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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 new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives

This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decompos

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provides a detailed