Solution Manual for Brownian Motion: A Guide to Random Processes and Stochastic Calculus
René L. Schilling, With contributions from others
Solution Manual for Brownian Motion: A Guide to Random Processes and Stochastic Calculus
Primary subject categories: • Probability theory and stochastic processes • Brownian motion
Secondary subject categories: • Stochastic integrals • Stochastic ordinary differential equations (aspects of stochastic analysis) • Transition functions, generators and resolvents • Martingales and classical analysis • Diffusion processes • Continuous-time Markov processes on general state spaces
Категорії:
Рік:
2021
Видання:
3
Видавництво:
De Gruyter, Walter de Gruyter GmbH
Мова:
english
Сторінки:
240
ISBN 10:
311074127X
ISBN 13:
9783110741278
Серії:
De Gruyter Graduate
Файл:
PDF, 1.18 MB
IPFS:
,
english, 2021