Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliav

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related field

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic

Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob