Titlebook: Continuous Parameter Markov Processes and Stochastic Differential Equations; Rabi Bhattacharya,Edward C. Waymire Textbook 2023 Springer Na

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https://doi.org/10.1007/978-3-322-86394-2rtingale central limit theorem applied to functions in the range of the infinitesimal generator. This chapter includes an example application to dispersion in a periodic media and another to obtain the seminal formula of Taylor and Aris for long-time dispersion of solutes embedded in fluid flow.

laxative

https://doi.org/10.1007/978-3-322-86395-9originally designed to provide criteria for the stability in distribution of multidimensional diffusions with linear drift and singular diffusion coefficients, the method presented may be used for nonsingular diffusions as well and also for some nonlinear drift.

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978-3-031-34153-3Springer Nature Switzerland AG 2023

夜晚

Construction of Diffusions as Solutions of Stochastic Differential Equations,apter 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.