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Edward Waymire's Trilogy on Stochastic Processes

Edward Waymire's Trilogy on Stochastic Processes

Continuous Parameter Markov Processes and Stochastic Differential Equations textbook cover

Edward C. Waymire and Rabi Bhattacharya's Continuous Parameter Markov Processes and Stochastic Differential Equations

Edward Waymire, along with collaborator Rabi Bhattacharya, have just completed what is sure to be a hugely impactful trilogy of books on stochastic processes. The three books: “Random Walk, Brownian Motion and Martingales” (GTM 292), “Stationary Processes and Discrete Time Markov Processes” (GTM 293), and “Continuous Time Markov Processes and Stochastic Differential Equations” (GTM 299) have all been published by Springer in the highly selective series Graduate Texts in Mathematics (GTM) edited by Patricia Hersh, Ravi Vakil, and Jared Wunsch.

As described in the Preface to the third book (https://link.springer.com/content/pdf/bfm:978-3-031-33296-8/1) the “trilogy provides a systematic exposition of stochastic processes—a branch of mathematics that increasingly impacts every area of science and technology.”

The books present elegant theory as well as important applications in fields of natural and social sciences, and engineering. The work of OSU students, postdocs and colleagues treated/cited in these volumes
includes former OSU Students & Postdocs: Chris Orum, Torrey Johnson, Jorge Ramirez, Thilanka Appuhamillage,
Corina Constantinescu, Tuan Pham, NIck Michałowski, Son Nguyen, and Scott Peckham, as well as OSU Faculty Yevgeniy Kovchegov, Vrushali Bokil, Nathan Gibson, Enrique Thomann, Radu Dascaliuc,
Ronald Guenther, Patrick DeLeenheer, Mina Ossiander, Robert Burton, and Larry Chen.

Stationary Processes and Discrete Parameter Markov Processes textbook cover

Edward C. Waymire and Rabi Bhattacharya's Stationary Processes and Discrete Parameter Markov Processes

Random Walk, Brownian Motion and Martingales textbook cover

Edward C. Waymire and Rabi Bhattacharya's Random Walk, Brownian Motion and Martingales