This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations.  Meer

"What underlying forces are responsible for the observed patterns of variability, given a collection of DNA sequences?" In approaching this question a number of probability models are introduced and anyalyzed.  Meer

"What underlying forces are responsible for the observed patterns of variability, given a collection of DNA sequences?" In approaching this question a number of probability models are introduced and anyalyzed.  Meer

This book is for a first course in stochastic processes taken by undergraduates or master’s students who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and mathematical finance.  Meer

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory.  Meer

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory.  Meer

This volume develops results on continuous time branching processes and applies them to study rate of tumor growth, extending classic work on the Luria-Delbruck distribution.  Meer