For the first two editions of the book Probability (GTM 95), each chapter included a comprehensiv...

The present monograph, based mainly on studies of the authors and their - authors, and also on le...

Along with conventional problems of statistics and probability, the - vestigation of problems occ...

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the the...

Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics,...

Control theory provides a large set of theoretical and computational tools with applications in a...

In the Preface to the first edition, originally published in 1980, we mentioned that this book wa...

This book contains a systematic treatment of probability from the ground up, starting with intuit...

Change of Time and Change of Measure provides a comprehensive account of two topics that are of p...

Change of Time and Change of Measure provides a comprehensive account of two topics that are of p...