The second edition of the widely acclaimed Encyclopedic Dictionary of Mathematics was published in 1987 and is now available in paperback. It includes 70 new articles, particularly in applied mathema
Kiyosi Ito (1915 - 2008) was one of the pioneers of probability theory, and the originator of Ito Calculus. First published in 1942 in Japanese, this epoch-making theory of stochastic differential equ
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with indepen
