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,...
Gorde:
| 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 |
| Etiketak: |
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