Stochastic Analysis and Diffusion Processes
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Published By Oxford University Press

9780199657063

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Stochastic Integration

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0005 ◽

2014 ◽

pp. 90-133

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Stochastic Integration

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Elements of Martingale Theory

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0003 ◽

2014 ◽

pp. 41-74

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Martingale Theory

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Invariant Measures and Ergodicity

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0011 ◽

2014 ◽

pp. 292-314

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Invariant Measures

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Jump Markov Processes

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0010 ◽

2014 ◽

pp. 266-291

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Markov Processes ◽

Jump Markov Processes

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Brownian Motion

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0002 ◽

2014 ◽

pp. 19-40

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Brownian Motion

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Large Deviations Principle for Diffusions

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0012 ◽

2014 ◽

pp. 315-342

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Large Deviations ◽

Large Deviations Principle

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Analytical Tools for Brownian Motion

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0004 ◽

2014 ◽

pp. 75-89

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Brownian Motion ◽

Analytical Tools

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Gaussian Solutions

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0009 ◽

2014 ◽

pp. 240-265

Author(s):

Gopinath Kallianpur ◽

P. Sundar

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Probability Theory and Partial Differential Equations

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0008 ◽

2014 ◽

pp. 202-239

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Probability Theory ◽

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

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The Martingale Problem

Stochastic Analysis and Diffusion Processes ◽

10.1093/acprof:oso/9780199657063.003.0007 ◽

2014 ◽

pp. 166-201

Author(s):

Gopinath Kallianpur ◽

P. Sundar

Keyword(s):

Martingale Problem

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