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Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the

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

Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcom

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders