This second revised and extended edition presents the fundamental ideas and results of both, probability theory and statistics, and comprises the material of a

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first o

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stocha

This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both prob

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of