Markov processes

91 titles from
Lévy Processes and Stochastic Calculus

A fully revised and appended edition of this unique volume, which develops together these two...

Elements of the Random Walk: An introduction for Advanced Students and Researchers

Elements of the Random Walk

An introduction for Advanced Students and Researchers


A self-contained introduction to the applications of random walk techniques.

Markov Chains and Stochastic Stability

New up-to-date edition of this influential classic - the bible on Markov chains in general state...

First Steps in Random Walks: From Tools to Applications
OUP Oxford (2011)

Random walks proved to be a useful model of many complex transport processes at the micro and...

Markov Processes, Gaussian Processes, and Local Times

A readable 2006 synthesis of three main areas in the modern theory of stochastic processes.

Markov Chains

For students in pure and applied probability; lots of applications, fairly self-contained.

Lévy Processes in Lie Groups

Up-to-the minute research on important stochastic processes.

Lévy Processes and Stochastic Calculus

Graduate text decsribing two of the main tools for modern mathematical finance.

Brownian Motion, Hardy Spaces and Bounded Mean Oscillation

An exposition of research on the martingale and analytic inequalities associated with Hardy spaces...

Markov Processes for Stochastic Modeling

Markov processes are used to model systems with limited memory. They are used in many areas...