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Stochastic Processes - Lectures given at Aarhus University (Hardcover, 2004 ed.) Loot Price: R2,217
Discovery Miles 22 170
Repayment Terms: R208 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 R2,217 Discovery Miles 22 170 | Repayment Terms: R208 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
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LSN: 3-540-20482-2
Barcode: 9783540204824

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