Introduction to stochastic processes. Translated from the Chinese

DOI10.1142/9903MaRDI QIDQ4975104zbMATH OpenOpenAlexFDO

Authors Yonghua Mao, Mu-Fa Chen

Publication date 8 August 2017

Published in World Scientific Series on Probability Theory and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9903

zbMATH Keywords

ergodicityFeynman-Kac formulaMarkov chainsstochastic analysis

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60)

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