Code: 01651136

Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 01651136
Price: 61.99 EUR
Availability: InStock
Author: Kiyosi Ito
ISBN: 9783642058059

by Kiyosi Ito, Ole Eiler Barndorff-Nielsen, Ken-iti Sato

Language: English
Binding: Paperback
Number of pages: 234
Publisher: Springer, Berlin, 2010
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Book synopsis

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.