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Stochastic Processes

About this Title

S. R. S. Varadhan, Courant Institute of Mathematical Sciences, New York, NY

Publication: Courant Lecture Notes
Publication Year: 2007; Volume 16
ISBNs: 978-0-8218-4085-6 (print); 978-1-4704-3116-7 (online)
DOI: https://doi.org/10.1090/cln/016
MathSciNet review: MR2354349
MSC: Primary 60J25; Secondary 60-02, 60H05, 60J60, 60J65

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Table of Contents

Front/Back Matter

• View this volume's front and back matter

Chapters

• Chapter 1. Introduction
• Chapter 2. Processes with independent increments
• Chapter 3. Poisson point processes
• Chapter 4. Jump Markov processes
• Chapter 5. Brownian motion
• Chapter 6. One-dimensional diffusions
• Chapter 7. General theory of Markov processes
• Appendix A. Measures on Polish spaces
• Appendix B. Additional remarks

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