Chapter 3 Stochastic processes and stochastic differential equations & Chapter 4 Random fields and measures on spaces of tempered distributions

30 outubro 2019, 13:00 José Manuel Vergueiro Monteiro Cidade Mourão

3.2.4 Markov processes with drift, diffusion and jumps and stochastic differential equations (continued)
3.2.5 Ergodicity on the state space

Chapter 4 Random fields and measures on spaces of tempered distributions

4.1 Introduction