scientific article; zbMATH DE number 5686748

Publication date: 26 March 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Brownian motion textbook Markov processes stochastic integration infinitesimal generator Feller processes interacting particle systems continuous time Markov chains probabilistic representations of PDEs

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Diffusion processes (60J60) Probabilistic potential theory (60J45) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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