Essentials of stochastic processes
Auteur :
Ito, Kiyosi
Éditeur :
American Mathematical Society
ISBN :
9780821838983
Date de publication :
30 juin 2006
Poids :
480 g
Langue :
Anglais
Pays d'origine :
USA
Offers a comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. This book presents explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.