Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed

zbMath0561.60068MaRDI QIDQ2266528

Kiyosi Itô

Publication date: 1984

Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)

zbMATH Keywords

multi-dimensional Brownian motionStrong Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Diffusion processes (60J60) Stochastic integrals (60H05) Markov processes (60Jxx)

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