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Stochastic Processes: Lectures given at Aarhus University:
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9783662100653 - Kiyosi Ito, Herausgeber: Ole E Barndorff-Nielsen, Herausgeber: Ken-iti Sato: Stochastic Processes: Lectures given at Aarhus University
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Kiyosi Ito, Herausgeber: Ole E Barndorff-Nielsen, Herausgeber: Ken-iti Sato (?):

Stochastic Processes: Lectures given at Aarhus University (2010) (?)

ISBN: 9783662100653 (?) or 3662100657, in english, 236 pages, Springer, hardcover, New, reprint, ebook, digital download

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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 Lévy-Itô 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., Kindle Edition, Ausgabe: Softcover reprint of hardcover 1st Ed. 2004, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2010-12-09, Freigegeben: 1960-11-30, Studio: Springer
Platform order number Amazon.de (Int.): B000VUGDD2
Keywords: Fremdsprachige Bücher, Wissenschaft, Mathematik, Angewandte Mathematik, Wahrscheinlichkeit & Statistik, Kindle-Shop, Kindle eBooks, Fremdsprachige eBooks, Englische eBooks, Fachbücher
Data from 02/04/2018 11:52h
ISBN (alternative notations): 3-662-10065-7, 978-3-662-10065-3
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