Stochastic Analysis and Diffusion Processes

DOI10.1093/acprof:oso/9780199657063.001.0001zbMath1303.60003OpenAlexW582680511MaRDI QIDQ2846515

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Publication date: 5 September 2013

Full work available at URL: https://doi.org/10.1093/acprof:oso/9780199657063.001.0001

zbMATH Keywords

Brownian motionmartingalesstochastic processesDoob-Meyer decompositionstochastic differential equationsMarkov processesergodicitylarge deviationspartial differential equationsstochastic integrationjump processesmartingale problemlocal martingaleGaussian solutions to stochastic equationsKolmogorov consistency theory

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