Stochastic Network Calculus with Martingales

Stochastic Network Calculus with Martingales

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Martingales And Stochastic Analysis

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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.

Stochastic Network Calculus

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Network calculus is a theory dealing with queuing systems found in computer networks. Its focus is on performance guarantees. Central to the theory is the use o

Brownian Motion, Martingales, and Stochastic Calculus

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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar

Martingales and Stochastic Integrals

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"This book contains a preliminary version (the second draft) of the first two chapters of a book on martingales and stochastic integrals. If the following chapt