Topics in stochastic processes
Auteur :
Zabczyk, Jerzy
Éditeur :
Birkhauser Verlag AG
ISBN :
9788876421310
Date de publication :
1 oct. 2004
Dimensions :
24,0 x 17,0 x 0,9 cm
Poids :
299 g
Langue :
Anglais
Pays d'origine :
Italie
Based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. This title has as its main theme, the constructions of stochastic processes. It presents different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. It also pays special attention to Levy processes.