Stochastic Processes: Lectures given at Aarhus University
- ISBN-10
- 3662100657
- ISBN-13
- 9783662100653
- Series
- Stochastic Processes
- Category
- Mathematics
- Pages
- 236
- Language
- English
- Published
- 2013-06-29
- Publisher
- Springer Science & Business Media
- Author
- Kiyosi Ito
Description
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Lévy-Itô decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included.
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Other editions
-
- 2013-07-11
- 280 pages
- Ebook
- Springer Science & Business Media
-
- 2012-12-06
- 367 pages
- Ebook
- Springer Science & Business Media
-
- 2004-03-12
- 250 pages
- Paperback
- Springer Science & Business Media
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