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Paperback Markov Processes from K. Itô's Perspective Book
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ISBN: 0691115435

ISBN13: 9780691115436

Markov Processes from K. Itô's Perspective

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Format: Paperback

Condition: New

$108.03
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Book Overview

Kiyosi It 's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of It 's program.

The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which...

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Math Mathematics Science & Math

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