Continuous Parameter Markov Processes and Stochastic Differential Equations

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This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.  The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.

After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem,  used to construc...

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54.99 £ * Old Price 79.50 £

This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications.  The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples.

After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem,  used to construc...

Read more
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  • Formats: epub
  • ISBN: 9783031332968
  • Publication Date: 16 Nov 2023
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM