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

This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c

The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Mar

The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematic

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o