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Books > Science & Mathematics > Mathematics > Probability & statistics

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Stochastic Processes - Lectures given at Aarhus University (Paperback, Softcover reprint of hardcover 1st ed. 2004) Loot Price: R1,755

Discovery Miles 17 550

Repayment Terms: R164 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 R1,755 Discovery Miles 17 550 | Repayment Terms: R164 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 Promotions
LSN:	3-642-05805-1
Barcode:	9783642058059