This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science,

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applicatio

Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimizati