Physica A Statistical Mechanics and its Applications · 1982 · 138 citations · 5 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBrownian MotionDiffusion ProcessesLévy ProcessesMarkov ChainsMarkov ProcessesStochastic Differential EquationsFluctuation TheoremsLévy - Itô DecompositionLévy MeasureLévy-driven Stochastic Differential EquationsLévy-itô Decomposition
5
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Engineering, Mathematics, Physics +12
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