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Stochastic Processes: Lectures Given at Aarhus University Kiyosi Ito
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Stochastic Processes: Lectures Given at Aarhus University
Kiyosi Ito
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 12 de marzo de 2004 |
| ISBN13 | 9783540204824 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 248 |
| Dimensiones | 164 × 236 × 21 mm · 489 g |
| Lengua | Alemán |
| Editor | Barndorff-nielsen, Ole E. |
| Editor | Sato, Keniti |
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