This book develops systematically and rigorously, yet in an expository and lively manner, the evolution of general random processes and their large time propert

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci

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

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

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry,