Stochastic processes:
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Bibliographic Details
Main Author: Varadhan, S. R. S. 1940- (Author)
Format: Electronic eBook
Language:English
Published: Providence, Rhode Island American Mathematical Society 2007
New York, NY Courant Institute of Mathematical Sciences 2007
Series:Courant lecture notes in mathematics 16
Subjects:
Online Access:UBM01
Volltext
Item Description:Includes bibliographical references (p. 123) and index
Chapter 1. Introduction - Chapter 2. Processes with independent increments - Chapter 3. Poisson point processes - Chapter 4. Jump Markov processes - Chapter 5. Brownian motion - Chapter 6. One-dimensional diffusions - Chapter 7. General theory of Markov processes - Appendix A. Measures on Polish spaces - Appendix B. Additional remarks. - Mode of access : World Wide Web
Physical Description:1 Online-Resource (ix, 126 Seiten)
ISBN:9781470431167
DOI:10.1090/cln/016

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