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.