Ely Merzbach Books
Set-indexed martingales
"Set-Indexed Martingales offers a unique, comprehensive development of a general theory of martingales indexed by a family of sets. The authors establish - for the first time - an appropriate frame...
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Topics in Spatial Stochastic Processes
By Vincenzo Capasso, Marco Dozzi, Summer School On Spatial Stochastic Processes 2001 Martina Franca Italy, Thomas Mountford, Robert Dalang, B. Gail Ivanoff
The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to...
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Stochastic Analysis
By Roger Carter, Eddy Mayer-Wolf, Adam Shwartz, Ely Merzbach
Stochastic Analysis: Liber Amicorum for Moshe Zakai focuses on stochastic differential equations, nonlinear filtering, two-parameter martingales, Wiener space analysis, and related topics.The selec...
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