Stochastic Processes: Lectures Given at Aarhus University - Kiyosi Ito - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540204824 - March 12, 2004
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Stochastic Processes: Lectures Given at Aarhus University

Kiyosi Ito

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Stochastic Processes: Lectures Given at Aarhus University

Provides an introduction to the theory of stochastic processes that emphasizes Levy processes and Markov processes. This title gives a treatment of the decomposition of paths of processes with independent increments (the Levy-Ito decomposition).

246 pages, 1 black & white illustrations, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 12, 2004
ISBN13 9783540204824
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 248
Dimensions 164 × 236 × 21 mm   ·   489 g
Language German  
Editor Barndorff-nielsen, Ole E.
Editor Sato, Keniti
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