Stochastic Processes
Lectures given at Aarhus University
(Sprache: Englisch)
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Lévy-Itô decomposition). It also...
Leider schon ausverkauft
versandkostenfrei
Buch
80.24 €
Produktdetails
Produktinformationen zu „Stochastic Processes “
Klappentext zu „Stochastic Processes “
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Lévy-Itô decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included.
Inhaltsverzeichnis zu „Stochastic Processes “
- Preliminaries- Additive Processes (Processes with Independent Increments)
- Markov Processes
- Exercises
- Solutions of Exercises
Autoren-Porträt von Kiyosi Ito
Kiyosi Itô was born on September 1915, in Kuwana, Japan. After his undergraduate and doctoral studies at Tokyo University, he was associate professor at Nagoya University before joining the faculty of Kyoto University in 1952. He has remained there ever since and is now Professor Emeritus, but has also spent several years at each of Stanford, Aarhus and Cornell Universities and the University of Minnesota. Itô's fundamental contributions to probability theory, especially the creation of stochastic differential and integral calculus and of excursion theory, form a cornerstone of this field. They have led to a profound understanding of the infinitesimal development of Markovian sample paths, and also of applied problems and phenomena associated with the planning, control and optimization of engineering and other random systems.
Bibliographische Angaben
- Autor: Kiyosi Ito
- 2004, 2004, 236 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Herausgegeben:Barndorff-Nielsen, Ole E; Sato, Ken-iti
- Herausgegeben: Ken-iti Sato, Ole E Barndorff-Nielsen
- Verlag: Springer
- ISBN-10: 3540204822
- ISBN-13: 9783540204824
- Erscheinungsdatum: 12.03.2004
Sprache:
Englisch
Rezension zu „Stochastic Processes “
From the reviews:
Kommentar zu "Stochastic Processes"
0 Gebrauchte Artikel zu „Stochastic Processes“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Stochastic Processes".
Kommentar verfassen