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Könyv Stochastic Processes Kiyosi Ito

Stochastic Processes

Lectures given at Aarhus University

Szerző: Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer, Berlin
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
28 937 Ft
This is a readily accessible introduction to the theory of stochastic processes with emphasis on pro...

Információk a könyvről

Szerző
Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2004
oldal
234
EAN
9783540204824
ISBN
3540204822
Enbook ID
02107960
Kiadó
Springer, Berlin
Súly
485
Méretek
164 x 236 x 21

Teljes leírás

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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