-
Anglický jazyk
Stochastic Processes
Autor: Kiyosi Ito
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... Viac o knihe
Na objednávku, dodanie 2-4 týždne
74.24 €
bežná cena: 82.49 €
O knihe
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.
- Vydavateľstvo: Springer Berlin Heidelberg
- Rok vydania: 2004
- Formát: Hardback
- Rozmer: 241 x 160 mm
- Jazyk: Anglický jazyk
- ISBN: 9783540204824
