Continuous Parameter Markov Processes and Stochastic Differential Equations
English | 2023 | ISBN: 3031332946 | 521 Pages | PDF EPUB (True) | 49 MB
English | 2023 | ISBN: 3031332946 | 521 Pages | PDF EPUB (True) | 49 MB
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.