Chapter: Basic Facts

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Home > Stochastic Processes > Basic Facts

Stochastic Processes |

Andrei N Borodin

Springer International Publishing

Stochastic Processes

Basic Facts

Chapter Info

Authors

Andrei N. Borodin

ARI Id

1665079019287_4738516

Access

Not Available Free

Pages

1-84

DOI

10.1007/978-3-319-62310-8_1

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-319-62310-8_1

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		i-xiv
Basic Facts	Andrei N. Borodin	1-84
Stochastic Calculus	Andrei N. Borodin	85-196
Distributions of Functionals of Brownian Motion	Andrei N. Borodin	197-266
Diffusion Processes	Andrei N. Borodin	267-358
Brownian Local Time	Andrei N. Borodin	359-438
Diffusions with Jumps	Andrei N. Borodin	439-500
Invariance Principle for Random Walks and Local Times	Andrei N. Borodin	501-582
Back Matter		583-626
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