diff --git a/_projects/continuous-time.md b/_projects/continuous-time.md new file mode 100644 index 0000000..1a40cf1 --- /dev/null +++ b/_projects/continuous-time.md @@ -0,0 +1,11 @@ +--- +name: "Continuous Time Stochastic Processes" +authors: "Thomas J. Sargent" +description: "Develops the theory of continuous time stochastic processes used in modern macroeconomics, from covariance stationarity and mean square calculus through Poisson and Wiener processes, stochastic differential equations, spectral densities and the Cramér representation, linear prediction, and the Kalman–Bucy filter, with companion papers on time aggregation, identification, and the aliasing problem." +link: https://thomassargent30.github.io/sargent-continuous-time/intro.html +image: continuous-time-thumb.png +order: 7 +type: book +category: community +new: true +--- diff --git a/assets/img/books/continuous-time-cover.png b/assets/img/books/continuous-time-cover.png new file mode 100644 index 0000000..ad3455b Binary files /dev/null and b/assets/img/books/continuous-time-cover.png differ diff --git a/assets/img/books/continuous-time-thumb.png b/assets/img/books/continuous-time-thumb.png new file mode 100644 index 0000000..0a9a447 Binary files /dev/null and b/assets/img/books/continuous-time-thumb.png differ