| Title:
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STOCHASTIC PROCESSES
LECTURES GIVEN AT AARHUS UNIVERSITY |
| By: |
Kiyosi Ito, Ole Eiler Barndorff-Nielsen (Editor), Ken-iti Sato (Editor) |
| Format: |
Paperback |
| List price:
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£47.99 |
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| ISBN 10: |
3642058051 |
| ISBN 13: |
9783642058059 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
30 November, 2010 |
| Edition: |
Softcover reprint of hardcover 1st ed. 2004 |
| Pages: |
236 |
| 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 Levy-Ito decomposition). |
| Synopsis: |
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 Levy-Ito 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. |
| Illustrations: |
XII, 236 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |