This book provides a rigorous but elementary introduction to the theory of Markov Processes on a ...

This book gives a somewhat unconventional introduction to  stochastic analysis.  Although most of...

'This book is an excellent presentation of the application of martingale theory to the theory of ...

This book gives a somewhat unconventional introduction to  stochastic analysis.  Although most of...

This book is based on a course given at Massachusetts Institute of Technology.

Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic di...

This edition develops the basic theory of Fourier transform. Stroock's approach is the one taken ...

When the first edition of this textbook published in 2011, it constituted a substantial revision...

To some extent, it would be accurate to summarize the contents of this book as an intolerably pro...

This book deals with equations that have played a central role in the interplay between partial d...

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a ...

'A Concise Introduction to the Theory of Integration' was once a best-selling Birkhäuser title wh...