Docente:
Pietro Caputo
email: pietro dot caputo at uniroma3 dot it
Ricevimento: per appuntamento via E-mail o su MS Teams
Libri consigliati:
Brownian Motion, by P. Moerters and Y. Peres,
Cambridge University Press 2010
Introduction to stochastic differential
equations, by L.C. Evans,
Brownian motion, martingales, and stochastic
calculus, by J.F. Le Gall,
Springer 2016
Continuous time Markov processes, by T.M. Liggett,
AMS 2010