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Stochastic Processes Lectures Given At Aarhus University 2004 Edition at Meripustak

Stochastic Processes Lectures Given At Aarhus University 2004 Edition

Books from same Author: Kiyosi Ito OLE E Barndorff-Nielsen Ken-Iti Sato

Books from same Publisher: Springer

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    • General Information  
    Author(s)Kiyosi Ito OLE E Barndorff-Nielsen Ken-Iti Sato
    PublisherSpringer
    ISBN9783540204824
    Pages236
    BindingHardback
    LanguageEnglish
    Publish YearJune 2004

    Description

    Springer Stochastic Processes Lectures Given At Aarhus University 2004 Edition by Kiyosi Ito OLE E Barndorff-Nielsen Ken-Iti Sato

    This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Levy-Ito decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition 70 exercises and their complete solutions are included. Table of contents : 0 Preliminaries.- 1 Additive Processes (Processes with Independent Increments).- 2 Markov Processes.- Exercises.- E.0 Chapter 0.- E.1 Chapter 1.- E.2 Chapter 2.- Appendix: Solutions of Exercises.- A.0 Chapter 0.- A.1 Chapter 1.- A.2 Chapter 2.