Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies - Daniel W. Stroock - Books - Princeton University Press - 9780691115436 - May 26, 2003
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Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies

Daniel W. Stroock

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Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies

Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.

288 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released May 26, 2003
ISBN13 9780691115436
Publishers Princeton University Press
Pages 288
Dimensions 235 × 155 × 20 mm   ·   440 g
Language English  
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