Stochastic Processes

DOI10.1017/CBO9780511997044zbMath1247.60001OpenAlexW1421760826MaRDI QIDQ5894319

Publication date: 27 October 2011

Full work available at URL: https://doi.org/10.1017/cbo9780511997044

stochastic processes semimartingales stochastic differential equations Markov processes

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Sample path properties (60G17) Stochastic analysis (60Hxx) Markov processes (60Jxx) Stochastic processes (60Gxx)

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