Spar
Continuous Strong Markov Processes in Dimension One
Forfatter:
heftet, 1998
Engelsk
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.
- Undertittel
- A Stochastic Calculus Approach
- Forfatter
- Sigurd Assing, Wolfgang M. Schmidt
- Opplag
- 1998 ed.
- ISBN
- 9783540644651
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 20.5.1998
- Antall sider
- 140
