Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 9783540204824
Price: 1717 CZK
Availability: InStock

Lectures given at Aarhus University

Autor: Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato

Jazyk:

Vazba: Pevná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

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This is a readily accessible introduction to the theory of stochastic processes with emphasis on pro...

Informace o knize

Autor

Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2004

Stránek

234

EAN

9783540204824

ISBN

3540204822

Enbook ID

02107960

Vydavatel

Springer, Berlin

Hmotnost

485

Rozměry

164 x 236 x 21

Kompletní popis

This is 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, today called the Levy-Ito decomposition, in a form close to Ito's original paper from 1942. 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.§

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Stochastic Processes

Lectures given at Aarhus University

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Kompletní popis

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