Stochastic analysis and diffusion processes
Kallianpur, Gopinath
Stochastic analysis and diffusion processes - New York Oxford University Press 2014 - 352 p,: ill.,; 24 cm.
Includes bibliographical references and index.
9780199657070
Probabilities & applied mathematics
Martingale theory
Invariant measures and ergodicity
Stochastic integration
Large deviations for diffusions
Gaussian solutions
Brownian motion
519.233 / KAL
Stochastic analysis and diffusion processes - New York Oxford University Press 2014 - 352 p,: ill.,; 24 cm.
Includes bibliographical references and index.
9780199657070
Probabilities & applied mathematics
Martingale theory
Invariant measures and ergodicity
Stochastic integration
Large deviations for diffusions
Gaussian solutions
Brownian motion
519.233 / KAL