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

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 book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and

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