This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, a

This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the a

A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful con

The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales,