Advanced maths students have been waiting for this, the third edition of a text that deals with o...

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensiv...

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written...

Control theory provides a large set of theoretical and computational tools with applications in a...

Inhaltsangabe1. Introduction to Stochastic Calculus.- 2. Stochastic Differential and Evolution Eq...

Advanced maths students have been waiting for this, the third edition of a text that deals with o...

Although three decades have passed since first publication of this book - reprinted now as a resu...

InhaltsangabePreface PART I. PLENARY AND INVITED LECTURES 1. How Often to Sample a Continuous-Tim...

InhaltsangabePreface.- Sequences and Sums of Independent Random Variables.- Stationary (Strict Se...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written...

Control theory provides a large set of theoretical and computational tools with applications in a...