Random Walk, Brownian Motion, and Martingales

“The present text does an outstanding job of presenting many complementary aspects of the subject in a unified and coherent way … the subject matter and appreciation for the work of the authors in producing such an engaging and readable book. The authors suggest various models for graduate-level courses … . There is a great deal in the book that will be interesting, stimulating, and enjoyable for readers with an interest in probability theory and stochiastic processes.” (Andrew Wade, zbMATH 1489.60001, 2022)