Autor: Philip Protter

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and seriou …

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE’s and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of st …

We present here a one-semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probabi …

We have made small changes throughout the book, including the exercises, and we have tried to correct if not all, then at least most of the typos. We wish to thank the many colleagues and students wh …

The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July, 1984. Faced with the problem of teachi …

It has been 15 years since the first edition of Stochastic Integration and Differential Equations , A New Approach appeared, and in those years many other texts on the same subject have been publishe …