Stochastic Processes and Related Topics

Know about the book -

Stochastic Processes and Related Topics is written by Jeff Englebert and published by CRC Press. It's available with International Standard Book Number or ISBN identification 2884490698 (ISBN 10) and 9782884490696 (ISBN 13).

The aim of this volume is to make accessible to a greater audience papers given at the 10th Winterschool on Stochastic Processes in Siegmundsburg, Germany, March 1994. The papers include developments in stochastic analysis, applications to finance mathematics, Markov processes and diffusion processes, stochastic differential equations and stochastic partial differential equations.