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From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike...they contain everything from rigorous …
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first …
This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; …
From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems …
Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart …
Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. …
From the reviews: J. Neveu, 1962 in Zentralblatt fur Mathematik, 92.Band Heft 2, p. 343: "Ce livre ecrit par l'un des plus eminents specialistes en la matiere, est un expose tres …
Comprehensive and state-of-the art study of the basic concepts and principles of variational analysis and generalized differentiation in both finite-dimensional and …
This book gathers threads that have evolved across different mathematical disciplines into seamless narrative. It deals with condition as a main aspect in the understanding of the …
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable …