Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations

“This is another useful book for readers with ‘normal’ knowledge in mathematics, in particular in analysis, probability and partial differential equations. The goal of the author is to describe basic techniques from the theory of stochastic processes needed to answer questions coming from natural sciences such as physics and chemistry. … The book will be accessible and useful for graduate university students and teachers of courses in applied mathematics and other natural sciences.” (Jordan M. Stoyanov, zbMATH 1318.60003, 2015)

"In the reviewer's opinion, [
Stochastic Processes and Applications
] could be recommended for ambitious undergraduate and standard graduate students as well as researchers who are unfamiliar with stochastic processes but eager to apply them to random phenomena, as a reference appropriate for use both as a textbook and for self-study."

Isamu Doku, review for the American Mathematical Society