Markov Processes And Brownian Motion

碩士 === 國立中央大學 === 數學系 === 105 === In the first part, we survey several definitions of Markov properties from different authors and explain the relationship between all of them. In section 1.1, we introduce the main definition of Markov process defined by Cinlar and Chung Kai Lai, which is the most i...

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Bibliographic Details
Main Authors: Sheng-Yan Lai, 賴聖諺
Other Authors: Xiang Fang
Format: Others
Language:en_US
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/b964ra