Markov Processes from K. Itô's Perspective (Am-155)

by Daniel W. Stroock

Book Overview

Kiyosi It 's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of It 's program.

The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which...

• Format: Paperback
• Language: English
• ISBN: 0691115435
• ISBN13: 9780691115436
• Release Date: May 2003
• Publisher: Princeton University Press
• Length: 288 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.7" x 6.1" x 9.3"