The present book deals with a streamlined presentation of Lévy processes and their densities. It is directed at advanced undergraduates who have already comple

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-

This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment o

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

Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insura