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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Stochastic Processes - Lectures given at Aarhus University (Hardcover, 2004 ed.) Loot Price: R2,400

Discovery Miles 24 000

Repayment Terms: R225 pm x 12*

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Stochastic Processes - Lectures given at Aarhus University (Hardcover, 2004 ed.): Ole E. Barndorff-Nielsen

Stochastic Processes - Lectures given at Aarhus University (Hardcover, 2004 ed.)

Ole E. Barndorff-Nielsen; Kiyosi Ito; Edited by Ken-iti Sato

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Loot Price R2,400 Discovery Miles 24 000 | Repayment Terms: R225 pm x 12*

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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 Levy-Ito 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."

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Release date:	March 2004
First published:	2004
Editors:	Ole E. Barndorff-Nielsen
Authors:	Kiyosi Ito
Editors:	Ken-iti Sato
Dimensions:	235 x 155 x 21mm (L x W x T)
Format:	Hardcover
Pages:	236
Edition:	2004 ed.
ISBN-13:	978-3-540-20482-4
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-540-20482-2
Barcode:	9783540204824