Stochastic Analysis and Diffusion Processes (Q2846515)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Analysis and Diffusion Processes |
scientific article |
Statements
Stochastic Analysis and Diffusion Processes (English)
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5 September 2013
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stochastic processes
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Kolmogorov consistency theory
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Brownian motion
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martingales
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local martingale
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Doob-Meyer decomposition
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Markov processes
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stochastic integration
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stochastic differential equations
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martingale problem
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partial differential equations
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Gaussian solutions to stochastic equations
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jump processes
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ergodicity
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large deviations
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