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."
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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."
Imprint | Springer-Verlag |
Country of origin | Germany |
Release date | March 2004 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2004 |
Editors | Ole E. Barndorff-Nielsen, Ken-iti Sato |
Authors | Kiyosi Ito |
Dimensions | 235 x 155 x 21mm (L x W x T) |
Format | Hardcover |
Pages | 236 |
Edition | 2004 ed. |
ISBN-13 | 978-3-540-20482-4 |
Barcode | 9783540204824 |
Categories | |
LSN | 3-540-20482-2 |