Continuous parameter Markov processes and stochastic differential equations / Rabi Bhattacharya, Edward C. Waymire.

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 formalizing the theory of each topic, illustrated with examples. After a review of some background material,...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Bhattacharya, R. N. (Rabindra Nath), 1937- (Author), Waymire, Edward C. (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing AG, [2023]
Series:	Graduate texts in mathematics ; 299.
Subjects:	Markov processes. Stochastic processes. Differential equations.