Stochastic Processes: Lectures given at Aarhus University - Couverture souple

Ito, Kiyosi

Couverture souple

ISBN 10 : 3642058051 ISBN 13 : 9783642058059

Editeur : Springer Berlin Heidelberg, 2010

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.

Détails de l'édition

• Éditeur: Springer Berlin Heidelberg
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 3642058051
• ISBN 13: 9783642058059
• Reliure: Broché
• Nombre de pages: 248
• Éditeur: Barndorff-Nielsen Ole E.
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne