Markov Processes in Continuous Time

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


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


Brownian Motion Markov Process Continuous Time Stochastic Differential Equation Equilibrium Distribution 
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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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