The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.
This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications.Appeals to researchers and graduate students who require tools to investigate stochastic systems.
This book explores the fundamental concepts and theories related to stochastic processes, providing a comprehensive framework for understanding randomness in various contexts. It is designed for students and professionals in mathematics, statistics, and related fields, aiming to enhance their grasp of probabilistic models and their applications. The lectures cover key topics, methodologies, and examples, making complex ideas accessible and engaging for readers seeking to deepen their knowledge in stochastic analysis.