An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g

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

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

Decision-making is an important task no matter the industry. Operations research, as a discipline, helps alleviate decision-making problems through the extracti

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential eq