Contact
How to shop
Delivery
Shopping guide
Stochastic Processes
Lectures given at Aarhus University
English
187 b
Up to 30 days for returns
Customers also purchased
This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments, today called the Levy-Ito decomposition, in a form close to Ito's original paper from 1942. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. Two separate Sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of the original lecture notes from Aarhus University.§
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
35.53
€
/
Paperback
40.18
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?