Theory and applications of stochastic processes. An analytical approach
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Publication:1039512
DOI10.1007/978-1-4419-1605-1zbMath1202.60005MaRDI QIDQ1039512
Publication date: 30 November 2009
Published in: Applied Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4419-1605-1
SDE; Stochastic Processes; Brownian Motion; Backward Kolmogorov Equation; Boundary Behaviour; Euler Scheme; First Passage Time; Langevin's Equation; Markov Processes; Stochastic Integral
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
60G05: Foundations of stochastic processes