Faithin Omaha eBook Collection

This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analy

This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The top

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization p

This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decompos

No detailed description available for "Lectures on the Theory of Stochastic Processes".