This graduate-level text offers a comprehensive account of the general theory of stationary processes, with special emphasis on the properties of sample functions. The text develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, and applies the general theory to procedures key to the study of stationary processes. 1967 edition. Unabridged republication of the edition published by John Wiley & Sons, Inc., New York, 1967.
Lectures on the Coupling Method by Torgny Lindvall Practical and easy-to-use reference progresses from simple to advanced topics, covering, among other topics, renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. 1992 edition.
Nonstandard Methods in Stochastic Analysis and Mathematical Physics by Sergio Albeverio, Jens Erik Fenstad, Raphael Høegh-Krohn, Tom Lindstrøm Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcome addition." — Bulletin of the American Mathematical Society. 1986 edition.
Stochastic Differential Equations and Applications by Avner Friedman Originally published in 2 volumes, this text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. 1975 edition.
