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

Lament

鄙視

吞噬

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

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

Foreshadow

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.

得體

直言不諱

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

mechanical

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.