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...

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...

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

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...

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

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

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

Over the past 10-15 years, we have seen a revival of general Levy ¿ processes theory as well as a...