Lament 发表于 2025-3-26 21:26:33

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鄙视 发表于 2025-3-27 04:03:13

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吞噬 发表于 2025-3-27 06:02:38

Transience and Recurrence of Multidimensional Diffusions,In this chapter criteria are developed for the transience, null recurrence, and positive recurrence of multidimensional diffusions generated by a second order elliptic operator, denoted by ., with the diffusion matrix ., non-singular and continuous, and drift vector ., measurable and bounded on compact subsets of ..

ligature 发表于 2025-3-27 09:49:36

Criteria for Explosion,The phenomena of explosion of a multidimensional nonsingular diffusion is considered in this chapter. In particular, conditions are provided that are sufficient for both explosion and nonexplosion. In one dimension, the conditions are also necessary.

Sciatica 发表于 2025-3-27 17:41:56

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Foreshadow 发表于 2025-3-27 21:15:36

The Speed of Convergence to Equilibrium of Discrete Parameter Markov Processes and Diffusions,In this chapter, based mostly on Wasielak (.) and Bhattacharya and Wasielak (.), criteria for polynomial and exponential rates of convergence of Markov processes to equilibrium are derived both for discrete time Harris positive recurrent Markov processes, as well as .-dimensional diffusions, ., using the method of coupling.

得体 发表于 2025-3-27 23:29:24

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直言不讳 发表于 2025-3-28 04:13:58

Stochastic Integrals with ,-Martingales,In this chapter the theory of stochastic integrals is extended to that with respect to square integrable martingales. This extension is enabled by the so called Doob–Meyer decomposition of submartingales

使入迷 发表于 2025-3-28 09:20:40

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mechanical 发表于 2025-3-28 13:51:55

https://doi.org/10.1007/978-3-322-86389-8apter is devoted to the solution of (.) (or (.)). The chapter is organized into subsections in which the scope of the theory is gradually extended to broader classes of coefficients and/or higher dimensions.
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查看完整版本: Titlebook: Continuous Parameter Markov Processes and Stochastic Differential Equations; Rabi Bhattacharya,Edward C. Waymire Textbook 2023 Springer Na