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Stochastic Processes

Lectures given at Aarhus University

Language EnglishEnglish
Book Paperback
Book Stochastic Processes Kiyosi Ito
Libristo code: 01651136
Publishers Springer, Berlin, October 2010
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Mar... Full description
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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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About the book

Full name Stochastic Processes
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 234
EAN 9783642058059
ISBN 3642058051
Libristo code 01651136
Publishers Springer, Berlin
Weight 391
Dimensions 155 x 235 x 13
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