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Keywords
- Brownian Motion
- Markov Process
- Stationary Distribution
- Invariant Measure
- Stochastic Differential Equation
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© 2006 Springer
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Bellet, L.R. (2006). Ergodic Properties of Markov Processes. In: Attal, S., Joye, A., Pillet, CA. (eds) Open Quantum Systems II. Lecture Notes in Mathematics, vol 1881. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-33966-3_1
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DOI: https://doi.org/10.1007/3-540-33966-3_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-30992-5
Online ISBN: 978-3-540-33966-3
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