Wojbor A Woyczynski

Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those... Lire la suite

Continuing the authors’ multivolume project, this text considers the theory of distributions from an applied perspective, demonstrating how effective a combination of analytic and probabilistic methods can be for solving problems in the physical and... Lire la suite

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, stochastic di?erential equations and the fractional in?nitesimal... Lire la suite

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis... Lire la suite