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AuthorWarner, W. H. editor
TitleThe Theory of Stochastic Processes III [electronic resource] / by Iosif Il'ich Gihman, Anatolii Vladimirovich Skorohod
ImprintNew York, NY : Springer New York, 1979
Connect tohttp://dx.doi.org/10.1007/978-1-4615-8065-2
Descript VIII, 388 p. online resource

CONTENT

I. Martingales and Stochastic Integrals -- ยง 1. Martingales and Their Generalizations -- ยง 2. Stochastic Integrals -- ยง 3. Itรด's Formula -- II. Stochastic Differential Equations -- ยง 1. General Problems of the Theory of Stochastic Differential Equations -- ยง 2. Stochastic Differential Equations without an After-Effect -- ยง 3. Limit Theorems for Sequences of Random Variables and Stochastic Differential Equations -- III. Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in Rm -- ยง 1. Itรด Processes -- ยง 2. Stochastic Differential Equations for Processes of Diffusion Type -- ยง 3. Diffusion Processes in Rm -- ยง 4. Continuous Homogeneous Markov Processes in Rm -- Remarks -- Appendix: Corrections to Volumes I and II


Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes



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