Markov processes from k. itô's perspective
Auteur :
Stroock, Daniel W.
Éditeur :
Princeton University Press
ISBN :
9780691115436
Date de publication :
26 mai 2003
Dimensions :
23,5 x 15,2 cm
Poids :
397 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.