Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Browni
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f
Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely s
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stoch
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