Auteur: David Bakstein

Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time s …

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equ …

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential eq …

This book is a systematic, rigorous, and self-consistent introduction to the theory of continuous-time stochastic processes. But it is neither a tract nor a recipe book as such; rather, it is an acco …