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