Continuous time Markov processes
Subtitle: an introduction
By: Thomas M. Liggett.
Series: Graduate studies in mathematics -- v. 113
Publisher: American Mathematical Society
Published: 2010
Place of publication: Providence, R.I
Language: eng
Number of pages: 271
ISBN-13: 9780821849491
Subjects: Markov processes; Stochastic integrals
Notes: Includes bibliographical references and index.