Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first o

These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, ener

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspi

This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast