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Stochastic Processes

Stochastic Processes

Kiyosi Ito

78,79 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9783642058059
78,79 €
IVA incluido
Disponible

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Sobre IBD

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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Otros libros del autor

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    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...
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  • Stochastic Processes
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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 probabilit...