Stochastic Processes (Q4588521)
From MaRDI portal
scientific article; zbMATH DE number 6798739
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Processes |
scientific article; zbMATH DE number 6798739 |
Statements
Stochastic Processes (English)
0 references
26 October 2017
0 references
conditional probability
0 references
martingale
0 references
Brownian motion
0 references
local time
0 references
Markov process
0 references
diffusion process
0 references
Kolmogorov equations
0 references
diffusion with jumps
0 references
stochastic integral
0 references
stochastic differential equation
0 references
invariance principle
0 references
random walk
0 references