Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale f

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffus

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

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic