The present monograph, based mainly on studies of the authors and their - authors, and also on le...

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the the...

This textbook is the second volume of a pair that presents the latest English edition of the auth...

Change of Time and Change of Measure provides a comprehensive account of two topics that are of p...

Initially the theory of convergence in law of stochastic processes was developed quite independen...

Control theory provides a large set of theoretical and computational tools with applications in a...

This important book provides information necessary for those dealing with stochastic calculus and...

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensiv...

In the Preface to the first edition, originally published in 1980, we mentioned that this book wa...

This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochas...

This book contains a systematic treatment of probability from the ground up, starting with intuit...

This volume provides an exposition of some fundamental aspects of the asymptotic theory of statis...