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Stochastic Processes [Hardcover]

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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.

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Item Specifications...

Pages   234
Est. Packaging Dimensions:   Length: 0.75" Width: 6.25" Height: 9.25"
Weight:   1.05 lbs.
Binding  Hardcover
Release Date   Apr 28, 2004
Publisher   Springer
ISBN  3540204822  
ISBN13  9783540204824  

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More About Kenichi Sato, Kiyosi Ito, O. E. Barndorff-Nielsen & Kenichi Sato

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Product Categories

1Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Statistics
2Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
3Books > Subjects > Science > General
4Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
5Books > Subjects > Science > Mathematics > General

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