Spara
Continuous Strong Markov Processes in Dimension One
Författare:
häftad, 1998
Engelska
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.
- Undertitel
- A Stochastic Calculus Approach
- Författare
- Sigurd Assing, Wolfgang M. Schmidt
- Upplaga
- 1998 ed.
- ISBN
- 9783540644651
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 1998-05-20
- Sidor
- 140
