Kiyosi Ito

(Author)

Stochastic Processes: Lectures Given at Aarhus University (2004)Hardcover - 2004, 12 March 2004

Stochastic Processes: Lectures Given at Aarhus University (2004)
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Print Length
236 pages
Language
English
Publisher
Springer
Date Published
12 Mar 2004
ISBN-10
3540204822
ISBN-13
9783540204824

Description

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. 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.

Product Details

Author:
Kiyosi Ito
Book Edition:
2004
Book Format:
Hardcover
Country of Origin:
DE
Date Published:
12 March 2004
Dimensions:
23.7 x 16.54 x 1.93 cm
ISBN-10:
3540204822
ISBN-13:
9783540204824
Language:
English
Location:
Berlin, Heidelberg
Pages:
236
Publisher:
Weight:
489.88 gm

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