Diffusion Processes and their Sample Paths

• 1 January 1996
• book
• Published by Springer Nature
• https://doi.org/10.1007/978-3-642-62025-6

Abstract

Keywords

• BESSEL PROCESS
• BROWNIAN EXCURSION
• BROWNIAN MOTION
• GENERATOR
• MASS
• DIFFUSION PROCESS
• ERGODIC THEORY
• LAW OF THE ITERATED LOGARITHM
• LOCAL TIME
• RANDOM WALK
• STOCHASTIC PROCESSES