Articles liés à Stochastic Processes: Lectures Given at Aarhus University

Stochastic Processes: Lectures Given at Aarhus University - Couverture rigide

Ito, Kiyosi

 
9783540204824: Stochastic Processes: Lectures Given at Aarhus University
Couverture rigide
ISBN 10 : 3540204822 ISBN 13 : 9783540204824
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2004

Synopsis

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. 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
2004
Langue
anglais
ISBN 10 
3540204822
ISBN 13 
9783540204824
Reliure
Relié
Nombre de pages
248
Éditeur
Barndorff-Nielsen Ole E, Sato Ken-iti
Coordonnées du fabricant
Springer Nature Customer Service Center GmbH
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