Introduction to Stochastic Processes

DOI10.1142/9903zbMath1471.60001OpenAlexW3144598079MaRDI QIDQ4975104

Yong Hua Mao, Chen Mu-Fa

Publication date: 8 August 2017

Published in: World Scientific Series on Probability Theory and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9903

zbMATH Keywords

Markov chainsergodicityFeynman-Kac formulastochastic analysis

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Foundations of stochastic processes (60G05)

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