This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is …

This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second …

An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, …

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in …

Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent …

Albeverio, S. (Ed), Boutet de Monvel, A. (Ed), Ouerdiane, H. (Ed) (2004)

Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path …

Hoffmann-Joergensen, J. (Ed), Marcus, M. B. (Ed), Wellner, J. A. (Ed) (2003)

The title High Dimensional Probability is an attempt to describe the many trib utaries of research on Gaussian processes and probability in Banach spaces that started in the …

Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the …

"…the text is user friendly to the topics it considers and should be very accessible…Instructors and students of statistical measure theoretic courses will appreciate the numerous …

This book presents the problems and worked-out solutions for all the exercises in the text by Malliavin. It will be of use not only to mathematics teachers, but also to students …

Intended as a self-contained introduction to measure theory, this textbook also includes a comprehensive treatment of integration on locally compact Hausdorff spaces, the analytic …

The aim of this book is to serve as a reference text to provide an orientation in the enormous material which probability theory has accumulated so far. The book mainly treats …

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but …

This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent …

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