Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale f

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffus

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

This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and