Wolfgang Doeblin, one of the greatest probabilists of this century, died in action during World War II at the age of twenty-five. He left behind several seminal

The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapte

Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in

This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament t

Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the