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Markov Processes

  • Paolo Baldi
Chapter
Part of the Universitext book series (UTX)

Abstract

In this chapter we introduce an important family of stochastic processes. Diffusions, which are the object of our investigation in the subsequent chapters, are instances of Markov processes.

References

  1. Han, Q. and Lin, F. (1997). Elliptic partial differential equations, volume 1 of Courant Lecture Notes in Mathematics. New York University, Courant Institute of Mathematical Sciences, New York; American Mathematical Society, Providence, RI.Google Scholar

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Paolo Baldi
    • 1
  1. 1.Dipartimento di MatematicaUniversità di Roma “Tor Vergata”RomaItaly

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