Stochastic processes: lectures given at aarhus university
Auteur :
Ito, Kiyosi
Éditeur :
Ito, Kiyosi
ISBN :
9783540204824
Date de publication :
12 mars 2004
Dimensions :
22,9 x 15,2 x 1,5 cm
Poids :
532 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
Allemagne
Provides an introduction to the theory of stochastic processes that emphasizes Levy processes and Markov processes. This title gives a treatment of the decomposition of paths of processes with independent increments (the Levy-Ito decomposition).