Continuous Parameter Markov Processes and Stochastic Differential Equations

Viac o knihe

Focusing on continuous parameter Markov processes, this graduate text emphasizes building context and intuition before delving into formal theory. The authors illustrate concepts with practical examples, making complex ideas accessible. The book serves as both a comprehensive guide to the underlying principles and a resource for various applications, catering to students and professionals seeking a deeper understanding of this elegant mathematical framework.