Stochastic Processes: From Applications to Theory.

The continuous-time processes considered range from basic Poisson processes all the way to nonlinear jump diffusions and mean field particle models. There is also a "stochastic analysis toolbox" designed to give the reader an (initial) idea about analytic and probabilistic techniques such as Poincaré inequalities, Lyapunov techniques, or time changes. Part five of the book covers stochastic processes on manifolds and, spanning some 150 pages, is almost a small book in its own right. [Extracted from the article]