Continuous parameter Markov processes and stochastic differential equations

• Material Type: 図書
• ISBN: 9783031332944 (hardback); 3031332946 (hardback); 9783031341533 (paperback); 3031341538 (paperback)
• ISSN (series): 0072-5285
• Title: Continuous parameter Markov processes and stochastic differential equations
• Author/Editor: Rabi Bhattacharya, Edward C. Waymire
• Series Title: Graduate texts in mathematics ; 299
• Title Heading: Graduate texts in mathematics ; 299
• Author Heading: Bhattacharya, R. N. (Rabindra Nath), 1937-; Waymire, Edward C.
• Publication, Distribution, etc.: Cham, Switzerland : Springer (出版)
• Publication Date: [2023]; 著作権日付 : ©2023
• Publication Date (W3CDTF): 2023
• Extent: xv, 506 pages
• Other physical details: illustrations
• Size: 24 cm
• Place of Publication (Country Code): CH
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Markov processes; Stochastic processes; Differential equations; Processus de Markov; Processus stochastiques; Équations différentielles
• LCC: QA274.7
• DDC: 519.233
• NDLC: MA211
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references and indexes
• Holding library: 国立国会図書館
• Call No.: MA211-D68
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 032872165; http://id.ndl.go.jp/bib/032872165
• OCLC No.: 1376738886; https://www.worldcat.org/oclc/1376738886
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• Contents: A Review of Martingales, Stopping Times, and the Markov PropertySemigroup Theory and Markov ProcessesRegularity of Markov Process Sample Paths...
• Summary, etc.: This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus o...