Stochastic Differential Equations
Almost Sure,
Stochastic differential equations (SDEs) form a large and very important part of the theory of stochastic calculus. Much like…
Multidimensional Diffusion Processes
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 Preliminary Material: Extension Theorems, Martingales, and Compactness
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Altmetric BadgeChapter 3 Markov Processes, Regularity of Their Sample Paths, and the Wiener Measure
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Altmetric BadgeChapter 4 Parabolic Partial Differential Equations
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Altmetric BadgeChapter 5 The Stochastic Calculus of Diffusion Theory
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Altmetric BadgeChapter 6 Stochastic Differential Equations
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Altmetric BadgeChapter 7 The Martingale Formulation
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Altmetric BadgeChapter 8 Uniqueness
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Altmetric BadgeChapter 9 Itô’s Uniqueness and Uniqueness to the Martingale Problem
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Altmetric BadgeChapter 10 Some Estimates on the Transition Probability Functions
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Altmetric BadgeChapter 11 Explosion
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Altmetric BadgeChapter 12 Limit Theorems
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Altmetric BadgeChapter 13 The Non-unique Case