Stochastic Analysis and Diffusion Processes

ISBN: 9780199657063 出版年：2014 页码：365 Kallianpur, Gopinath Sundar, P Oxford University Press

1. Introduction to Stochastic Processes 2. Brownian Motion and Wiener Measure 3. Elements of Martingale Theory 4. Analytic Tools for Brownian Motion 5. Stochastic Integration 6. Stochastic Differential Equations 7. The Martingale Problem 8. Probability Theory and Partial Differential Equations 9. Gaussian Solutions 10. Jump Markov Processes 11. Invariant Measures and Ergodicity 12. Large Deviations for Diffusions