Stochastic Analysis and Diffusion Processes - Kallianpur, Gopinath (Professor Emeritus, Professor Emeritus, Department of Statistics, University of North Carolina at Chapel Hill) a Sundar, P (Professor of Mathematics, Professor of Mathematics, Department of Mathematics, Louisiana State University)

Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.