Stochastic processes:
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Varadhan, S. R. S. 1940- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Providence, Rhode Island American Mathematical Society 2007
New York, NY Courant Institute of Mathematical Sciences 2007
Schriftenreihe:Courant lecture notes in mathematics 16
Schlagwörter:
Links:https://doi.org/10.1090/cln/016
https://doi.org/10.1090/cln/016
Beschreibung:Includes bibliographical references (p. 123) and index
Chapter 1. Introduction - Chapter 2. Processes with independent increments - Chapter 3. Poisson point processes - Chapter 4. Jump Markov processes - Chapter 5. Brownian motion - Chapter 6. One-dimensional diffusions - Chapter 7. General theory of Markov processes - Appendix A. Measures on Polish spaces - Appendix B. Additional remarks. - Mode of access : World Wide Web
Umfang:1 Online-Resource (ix, 126 Seiten)
ISBN:9781470431167
DOI:10.1090/cln/016