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Stochastic Processes
Lectures given at Aarhus University
Language
English
English
Book
Paperback
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Mar...
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Libristo code: 01651136
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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 Lévy-Itô 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.
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About the book
Full name
Stochastic Processes
Language
English
English
Binding
Book - Paperback
Date of issue
2010
Number of pages
234
EAN
9783642058059
ISBN
3642058051
Libristo code
01651136
Publishers
Springer, Berlin
Weight
391
Dimensions
155 x 235 x 13
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