Stochastic Analysis and Diffusion Processes
Stochastic Analysis and Diffusion Processes
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DOI:
10.1093/acprof:oso/9780199657063.001.0001
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发表时间:
2014-02
期刊:
影响因子:
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通讯作者:
G. Kallianpur;P. Sundar
中科院分区:
文献类型:
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作者:
G. Kallianpur;P. Sundar
1. Introduction to Stochastic Processes 2. Brownian Motion and Wiener Measure 3. Elements of Martingale Theory 4. Analytic Tools for Brownian Motion 5. Stochastic Integration 6. Stochastic Differential Equations 7. The Martingale Problem 8. Probability Theory and Partial Differential Equations 9. Gaussian Solutions 10. Jump Markov Processes 11. Invariant Measures and Ergodicity 12. Large Deviations for Diffusions