Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed

zbMath0561.60068MaRDI QIDQ2266528

Kiyosi Itô

Publication date: 1984

Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)

zbMATH Keywords

multi-dimensional Brownian motion; Strong Markov processes

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60J60: Diffusion processes

60H05: Stochastic integrals

60Jxx: Markov processes

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