The present set of notes grew out of our interest in the study of statistical transformation mode...

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of m...

Wind erosion has such a pervasive influence on environmental and agricultural matters that academ...

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...

Wind erosion has such a pervasive influence on environmental and agricultural matters that academ...

This book is a slightly revised and expanded version of a set I I I of notes used for a lecture s...

A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of m...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes w...

This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear ran...

The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Ma...