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 | November 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2004 |
Editors | Ole E. Barndorff-Nielsen, Ken-iti Sato |
Authors | Kiyosi Ito |
Dimensions | 235 x 155 x 13mm (L x W x T) |
Format | Paperback |
Pages | 236 |
Edition | Softcover reprint of hardcover 1st ed. 2004 |
ISBN-13 | 978-3-642-05805-9 |
Barcode | 9783642058059 |
Categories | |
LSN | 3-642-05805-1 |