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Markov Processes in Continuous Time

  • Peter Whittle
Part of the Springer Texts in Statistics book series (STS)

Abstract

In continuous time we shall use the notation X(t) rather than X t for functions of time.

Keywords

Brownian Motion Markov Process Continuous Time Stochastic Differential Equation Equilibrium Distribution 
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 New York 2000

Authors and Affiliations

  • Peter Whittle
    • 1
  1. 1.Department of Pure Mathematics and Mathematical StatisticsUniversity of CambridgeCambridgeUK

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