Continuous Parameter Markov Processes and Stochastic Differential Equations

By Rabi Bhattacharya and Edward C. Waymire

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3031341538
• ISBN13: 9783031341533
• Release Date: November 2024
• Publisher: Springer
• Length: 506 Pages