Cover image for Stochastic analysis and diffusion processes
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.
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Book 7.2/15/34397 QA274 K338 2014
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