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
List price: £46.00
You save: 10%
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.

