Stochastic Processes: Lectures Given at Aarhus University

by Kiyoshi Itō

Book Overview

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. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures...

• Format: Paperback
• Language: English
• ISBN: 3642058051
• ISBN13: 9783642058059
• Release Date: November 2010
• Publisher: Springer
• Length: 236 Pages
• Weight: 0.78 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"