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This book provides a careful and accessible exposition of functional analytic methods in stochastic analysis. It focuses on the relationship between Markov proc

This book presents a range of entropy methods for diffusive PDEs devised by many researchers in the course of the past few decades, which allow us to understand

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research

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

From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional