Stochastic Processes

Lectures given at Aarhus University

By:

Kiyosi Ito

Format:

Paperback / softback

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Description

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.

Release date Australia

November 30th, 2010

Author

Kiyosi Ito

Audience

Professional & Vocational

Contributors

Edited by Ken-iti Sato
Edited by Ole E. Barndorff-Nielsen

Edition

Softcover reprint of hardcover 1st ed. 2004

Illustrations

XII, 236 p.

Pages

236

Dimensions

156x234x13

ISBN-13

9783642058059

Product ID

8938822

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