Stochastic Processes

Michał Kisielewicz
Additional contact information
Michał Kisielewicz: University of Zielona Góra

Chapter Chapter 1 in Stochastic Differential Inclusions and Applications, 2013, pp 1-65 from Springer

Abstract: Abstract In this chapter we give a survey of concepts of the theory of stochastic processes. It is assumed that the basic notions of measure and probability theories are known to the reader.

Keywords: Stochastic Processes; Local Martingale Problem; Relative Weak Compactness; Stochastic Differential Equation Approach; Gihman (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-6756-4_1

Ordering information: This item can be ordered from
http://www.springer.com/9781461467564

DOI: 10.1007/978-1-4614-6756-4_1

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().