This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathema
This book provides a careful and accessible exposition of functional analytic methods in stochastic analysis. It focuses on the relationship between Markov proc
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci
From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional