LIBROS DEL AUTOR: kiyosi ito

5 resultados para LIBROS DEL AUTOR: kiyosi ito

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  • Poisson Point Processes and Their Application to Markov Processes
    Kiyosi Ito
    An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible r...
    Disponible

    66,37 €

  • Selected Papers
    Kiyosi Ito
    The central and distinguishing feature shared by all the contributions made by K. Ito is the extraordinary insight which they convey. Reading his papers, one should try to picture the intellectual setting in which he was working. At the time when he was a student in Tokyo during the late 1930s, probability theory had only recently entered the age of c...
    Disponible

    82,92 €

  • Diffusion Processes and their Sample Paths
    Henry P. Jr. McKean / Kiyosi Itô
    Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion processes and the mathematica...
    Disponible

    47,60 €

  • Stochastic Processes
    Kiyosi Ito
    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 probabilit...
    Disponible

    78,79 €

  • Diffusion Processes and their Sample Paths
    Henry P. Jr. McKean / Kiyosi Itô
    Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic processes associated with diffusion phenomena. Generations of mathematicians have appreciated the clarity of the descriptions given of one- or more- dimensional diffusion pr...
    Disponible

    72,18 €