Tallenna
Continuous Strong Markov Processes in Dimension One
Kirjailija:
nidottu, 1998
englanti
The book presents an in-depth study of arbitrary one-dimensional continuous strong Markov processes using methods of stochastic calculus. The book also investigates relations to stochastic differential equations and fundamental examples of irregular diffusions.
- Alaotsikko
- A Stochastic Calculus Approach
- Kirjailija
- Sigurd Assing, Wolfgang M. Schmidt
- Painos
- 1998 ed.
- ISBN
- 9783540644651
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 20.5.1998
- Sivumäärä
- 140
