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Found 26 Documents (Results 1–26)

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Random walks in nonhomogeneous Poisson environment. (English) Zbl 1382.60126

Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 3-24 (2017).
MSC:  60K37 60J60 60J65
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Functional Kolmogorov equations. (English) Zbl 1372.60074

Utzet, Frederic (ed.) et al., Stochastic integration by parts and functional Itô calculus. Cham: Birkhäuser/Springer (ISBN 978-3-319-27127-9/pbk; 978-3-319-27128-6/ebook). Advanced Courses in Mathematics – CRM Barcelona, 183-207 (2016).
MSC:  60H05 60H30 60H10
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Book review of: D. W. Stroock and S. R. S. Varadhan, Multidimensional diffusion processes. (English) Zbl 1316.00020

Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 58-65 (2012).
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Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). (English) Zbl 1103.60005

Classics in Mathematics. Berlin: Springer (ISBN 3-540-28998-4/hbk). xii, 338 p. (2006).
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