Stochastic Processes: Lectures Given at Aarhus University

by Kiyoshi Itō

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Book Overview

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...

Format:Paperback

Language:English

ISBN:3642058051

ISBN13:9783642058059

Release Date:November 2010

Publisher:Springer

Length:236 Pages

Weight:0.78 lbs.

Dimensions:0.5" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Stochastic Processes: Lectures Given at Aarhus University

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