Gardiner C. Elements of Stochastic Methods 2021

Textbook in PDF format

Front Matter
Introduction
Probability Distributions
Heavy-Tailed Distributions
Markov Processes
Stationary Processes
The Wiener Process and Brownian Motion
Stochastic Differential Equations
The Fokker–Planck Equation
Elementary Diffusion Processes
Approximating Diffusion Processes
Escape and Extinction
Elementary Jump Processes
Population Processes
Modeling Population Processes
Lévy Processes
Fractional Brownian Motion
Author Index
Subject Index