Docente:
Pietro Caputo
email: caputo mat uniroma3 it
Ufficio: Dip. Matematica, Stanza 103. Tel: 06-57338010
Ricevimento: Martedi-Giovedi ore 14 - 15 o per appuntamento (via e-mail)
Libri consigliati:
Continuous time Markov processes, by T.M. Liggett,
AMS 2010
Brownian Motion, by P. Moerters and Y. Peres,
Cambridge University Press 2010
pdf
Introduction to stochastic differential
equations, by L.C. Evans,
pdf