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241 pages • first pub 2006 (view editions)
ISBN/UID: 9780122682018
Format: Hardcover
Language: English
Publisher: Not specified
Edition Pub Date: Not specified
Description
Stochastic processes; Markov processes; Brownian motion; The stochastic integral; Stochastic differential equations; The Cameron-Martin-Girsanov theorem; Asymptotic estimates for solutions; Recurrent and translent solutions; Auxiliary results in p...
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241 pages • first pub 2006 (view editions)
ISBN/UID: 9780122682018
Format: Hardcover
Language: English
Publisher: Not specified
Edition Pub Date: Not specified
Description
Stochastic processes; Markov processes; Brownian motion; The stochastic integral; Stochastic differential equations; The Cameron-Martin-Girsanov theorem; Asymptotic estimates for solutions; Recurrent and translent solutions; Auxiliary results in p...
Community Reviews
Content Warnings