Continuous Parameter Markov Processes and Stochastic Differential Equations

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material,...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Bhattacharya, Rabi (Egilea), Waymire, Edward C. (Egilea)
Erakunde egilea: SpringerLink (Online service)
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Cham : Springer International Publishing : Imprint: Springer, 2023.
Edizioa:1st ed. 2023.
Saila:Graduate Texts in Mathematics, 299
Gaiak:
Sarrera elektronikoa:https://doi.org/10.1007/978-3-031-33296-8
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