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

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such a

These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge abo