Ito Kiyosi:
Stochastic Processes

Lectures Given At Aarhus University

Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg (Germany), 2004
Hardback, 246 pages
Size: 230x166 mm
ISBN: 9783540204824
ISBN-10: 3540204822

Our price: £41.40
List price: £46.00
You save: 10%

In stock: Usually ships within 24 hours.

Will be shipped from: United Kingdom
 Add to Shopping Basket 

Stochastic Processes

Gives an introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. This work contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. It also presents about 70 exercises and their solutions.

Related links:

Kiyosi Ito
Stochastics
Applied mathematics
Mathematics
Mathematics and science
Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg

More information from Wikipedia:

Kiyosi Ito
© 2006-2008 Eruditor Ltd and its partners

Search

Whole catalogue
Photography & photographs

Advanced Search

Browse

Authors’ Name Index

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z