Applied Stochastic Integrals

by Henry P. McKean

The AMS is excited to bring this volume, originally published in 1969, back into print. This well-written book has been used for many years to learn about stochastic integrals. The ...

by Rolf Schneider, Wolfgang Weil

Stochastic geometry deals with models for random geometric structures. Its early beginnings are foundĀ in playful geometric probability questions, and it has vigorously developed during recent decades, when an increasing number ...

by Vigirdas Mackevicius

This is an introduction to stochastic integration and stochasticdifferential equations written in an understandable way for a wideaudience, from students of mathematics to practitioners in biology,chemistry, physics, and finances. The ...

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