Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 9783540204824
Price: 317.68 PLN
Availability: InStock

Lectures given at Aarhus University

Autor: Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato

Język:

Oprawa: Twarda

Wydawca: Springer, Berlin

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-13 dni

317.68 zł

This is a readily accessible introduction to the theory of stochastic processes with emphasis on pro...

Informacje o książce

Autor

Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2004

strony

234

EAN

9783540204824

ISBN

3540204822

Enbook ID

02107960

Wydawca

Springer, Berlin

Waga

485

Wymiary

164 x 236 x 21

Pełny opis

This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments, today called the Levy-Ito decomposition, in a form close to Ito's original paper from 1942. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. Two separate Sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of the original lecture notes from Aarhus University.§

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Stochastic Processes

Lectures given at Aarhus University

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