A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica

Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts

The complete theory of stochastic differential equations driven by jumps, their stability, and numerical approximation theories.

A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in r