Stochastic analysis and diffusion processes
by
Kallianpur, G., author.
Title
:
Stochastic analysis and diffusion processes
Author
:
Kallianpur, G., author.
ISBN
:
9780199657063
9780199657070
Physical Description
:
xi, 352 pages ; 24 cm.
Series
:
Oxford graduate texts in mathematics ; 24
Contents
:
Introduction to stochastic processes -- Brownian motion -- Elements of Martingale theory -- Analytic tools for Brownian motion -- Stochastic integration -- Stochastic differential equations -- The Martingale problem -- Probability theory and partial differential equations -- Gaussian solutions -- Jump Markov processes -- Invariant measures and ergodicity -- Large deviations for diffusions.
Subject Term
:
Diffusion processes.
Stochastic analysis.
Added Author
:
Sundar, P. (Padmanabhan),
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Beytepe Library | Book | 7.2/15/34397 | QA274 K338 2014 | | Beytepe Genel Koleksiyon |