'In conclusion, this is an excellent book, which should be in every library, and also on the bookshelf of anyone with interests in advanced probability and random processes.' Society for Industrial and Applied Mathematics<br />'... extremely useful for graduate and postgraduate students and those who want to better understand advanced probability theory.' European Mathematical Society Newsletter<br />'... although the book could profitably be used as a companion to a graduate course in probability theory, it is probably best designed for the doctoral student who can read it alongside the source material. Used in that way, the book is a magnificent resource ... consistency and clarity of mathematical style ... For beginning researchers in stochastic mathematics, this book comes highly recommended and libraries should obtain a copy.' Journal of the Royal Statistical Society: Series A<br />'This book, written in an inspiring style, can be used together with almost any advanced course and strongly recommend to doctoral and master students in the area of probability and stochastic processes. Young researchers and university teachers as well as professionals can benefit a lot from this book.' Jordan M. Stoyanov, Zentralblatt MATH