This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research

A collection of articles written by mathematicians and physicists, designed to describe the state of the art in climate models with stochastic input. Mathematic

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and r

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.