Search Results for: Diffusion Processes And Their Sample Paths

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research

From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci