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,...

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Bibliographic Details

Main Authors:	Bhattacharya, Rabi (Author), Waymire, Edward C. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2023.
Edition:	1st ed. 2023.
Series:	Graduate Texts in Mathematics, 299
Subjects:	Probabilities. Mathematics. Probability Theory. Applications of Mathematics.
Online Access:	https://doi.org/10.1007/978-3-031-33296-8
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