Item description for Stochastic Processes by Kenichi Sato, Kiyosi Ito, O. E. Barndorff-Nielsen & Kenichi Sato...
This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments, today called the LAcvy-ItA' decomposition, in a form close to ItA''s original paper from 1942. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. Two separate Sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of the original lecture notes from Aarhus University.
Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at promiseangels.com!
Est. Packaging Dimensions: Length: 0.75" Width: 6.25" Height: 9.25" Weight: 1.05 lbs.
Release Date Apr 28, 2004
ISBN 3540204822 ISBN13 9783540204824
Availability 0 units.
More About Kenichi Sato, Kiyosi Ito, O. E. Barndorff-Nielsen & Kenichi Sato