Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete