Diffusion Processes and Their Sample Paths.
扩散过程及其样本路径
Prerequisites.- 1. The standard BRownian motion.- 1.1. The standard random walk.- 1.2. Passage times for the standard random walk.- 1.3. Hin?in's proof of the de Moivre-laplace limit theorem.- 1.4. The standard Brownian motion.- 1.5. P. Levy's construction.- 1.6. Strict Markov character.- 1.7. Passage times for the standard Brownian motion.- Note l: Homogeneous differential processes with increasing paths.- 1.8. Kolmogorov's test and the law of the iterated logarithm.- 1.9.…