This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a cl

Stochastic processes are mathematical models of random phenomena that evolve according to prescribed dynamics. Processes commonly used in applications are Marko