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Stochastic Processes - Lectures given at Aarhus University (Paperback, Softcover reprint of hardcover 1st ed. 2004) Loot Price: R1,623
Discovery Miles 16 230
Repayment Terms: R152 pm x 12*
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Stochastic Processes - Lectures given at Aarhus University (Paperback, Softcover reprint of hardcover 1st ed. 2004): Ole E....

Stochastic Processes - Lectures given at Aarhus University (Paperback, Softcover reprint of hardcover 1st ed. 2004)

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

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Loot Price R1,623 Discovery Miles 16 230 | Repayment Terms: R152 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: November 2010
First published: 2004
Editors: Ole E. Barndorff-Nielsen
Authors: Kiyosi Ito
Editors: Ken-iti Sato
Dimensions: 235 x 155 x 13mm (L x W x T)
Format: Paperback
Pages: 236
Edition: Softcover reprint of hardcover 1st ed. 2004
ISBN-13: 978-3-642-05805-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 3-642-05805-1
Barcode: 9783642058059

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