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A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of …
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both …
This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both …
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov chains as switching or driving …
This monograph highlights the connection between the theory of neutron transport and the theory of non-local branching processes. By detailing this frequently overlooked …
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic …
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists …