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Diffusion Processes and Stochastic Calculus
Publisher:
American Mathematical Society
Publication Date:
2014
Number of Pages:
276
Format:
Hardcover
Series:
EMS Textbooks in Mathematics
Price:
68.00
ISBN:
9783037191330
Category:
Textbook
We do not plan to review this book.
- Introduction
- Stochastic processes
- Brownian motion
- Markov processes
- Symmetric diffusion semigroups
- Itô calculus
- Stochastic differential equations and Malliavin calculus
- An introduction to Lyons' rough paths theory
- Appendix A. Unbounded operators
- Appendix B. Regularity theory
- References
- Index
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