Show Summary Details
- Title Pages
- Dedication
- Preface
-
1 Introduction to Stochastic Processes -
2 Brownian Motion -
3 Elements of Martingale Theory -
4 Analytical 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 Principle for Diffusions - Notes on Chapters
- References
- Index
Dedication
Dedication
- Source:
- Stochastic Analysis and Diffusion Processes
- Publisher:
- Oxford University Press
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- Title Pages
- Dedication
- Preface
-
1 Introduction to Stochastic Processes -
2 Brownian Motion -
3 Elements of Martingale Theory -
4 Analytical 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 Principle for Diffusions - Notes on Chapters
- References
- Index
