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Probability Theory and Stochastic Processes

  • Grigorios A. Pavliotis
  • Andrew M. Stuart
Part of the Texts Applied in Mathematics book series (TAM, volume 53)

Keywords

Brownian Motion Markov Process Weak Convergence Quadratic Variation Standard Brownian Motion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  • Grigorios A. Pavliotis
    • 1
  • Andrew M. Stuart
    • 2
  1. 1.Department of MathematicsImperial College LondonLondonUnited Kingdom
  2. 2.Mathematics InstituteUniversity of WarwickCoventryUnited Kingdom

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