Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 9783540204824
Price: 82.57 EUR
Availability: InStock

Lectures given at Aarhus University

Autor: Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato

Jazyk:

Väzba: Pevná

Vydavateľ: Springer, Berlin

Dostupnosť: Skladom u dodávateľa v malom množstve

Odosielame za 11-15 dní

82.57 €

This is a readily accessible introduction to the theory of stochastic processes with emphasis on pro...

Informácie o knihe

Autor

Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2004

Stránok

234

EAN

9783540204824

ISBN

3540204822

Enbook ID

02107960

Vydavateľ

Springer, Berlin

Hmotnosť

485

Rozmery

164 x 236 x 21

Kompletný popis

This is 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, today called the Levy-Ito decomposition, in a form close to Ito's original paper from 1942. 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.§

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Stochastic Processes

Lectures given at Aarhus University

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