It has been 15 years since the first edition of Stochastic Integration and Differential Equations...

We present here a one semester course on Probability Theory. We also treat measure theory and Leb...

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and the...

The current volume presents four chapters touching on some of the most important and modern areas...

It has been 15 years since the first edition of Stochastic Integration and Differential Equations...

In applications, and especially in mathematical finance, random time-dependent events are often m...