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Stochastic Analysis and Diffusion Processes

gopinath Kallianpur and P. Sundar
Publisher: 
Oxford University Press
Publication Date: 
2014
Number of Pages: 
352
Format: 
Paperback
Series: 
Oxford Graduate Texts in Mathematics 24
Price: 
49.95
ISBN: 
9780199657070
Category: 
Textbook
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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

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