Verwandte Artikel zu Stochastic Processes: Lectures given at Aarhus University
Inhaltsangabe
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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Críticas
From the reviews:
"The book can be recommended as a fine introduction to such important branches of stochastic process theory as the theories of processes with independent increments and of Markov processes. It will be a valuable acquisition for any mathematical library. The text of the book has been carefully prepared by the editors ... ." (M.G. Shur, Mathematical Reviews, 2005e)
"The book under review is in fact an advanced text suitable for graduate students and based around two topics-the structure of additive processes ... and the basic theory of Markov processes, which generalises Markov chains to continuous time and fairly general state spaces. ... a nice introduction to Markov processes making extensive use of semigroup techniques. ... The book concludes with a number of exercises accompanied by worked solutions." (David Applebaum, The Mathematical Gazette, March, 2005)
Reseña del editor
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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Stochastic Processes
Verlag:
Springer (edition 2004), 2004
ISBN 10: 3540204822
ISBN 13: 9783540204824
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Hardcover. Zustand: Good. 2004. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Bestandsnummer des Verkäufers 3540204822-11-1
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Stochastic Processes
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Zustand: New. *Price HAS BEEN temporarily REDUCED by 10% until Monday, Oct. 6 (sale item)* 234 pp., hardcover, new (modern printing - glossy covers). - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Bestandsnummer des Verkäufers ZB1316909
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Stochastic Processes
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Stochastic Processes
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Stochastic processes. Lectures given at Aarhus University.
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234 S. Ehem. Bibliotheksexemplar mit Bib.-Signatur und Stempel. Guter Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. Good condition, some traces of use. 9783540204824 Sprache: Englisch Gewicht in Gramm: 500. Bestandsnummer des Verkäufers 2305742
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Stochastic Processes: Lectures given at Aarhus University
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Stochastic Processes: Lectures given at Aarhus University.
Verlag:
Berlin, Heidelberg, New York: Springer-Verlag, 2004
ISBN 10: 3540204822
ISBN 13: 9783540204824
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gebundene Ausgabe. Zustand: Sehr gut. Zust: Gutes Exemplar. XII, 234 Seiten, Englisch 488g. Bestandsnummer des Verkäufers 493237
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Stochastic Processes
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Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Very gentle and detailed introduction to the theory of stochastic processes with emphasis on Levy processes and Markov processes Exercises (about 70) are accompanied by complete solutions Proof by Ito himself of the celebrated Levy-Ito deco. Bestandsnummer des Verkäufers 4884658
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Stochastic Processes
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Zustand: New. pp. 252. Bestandsnummer des Verkäufers 18294872
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Stochastic Processes : Lectures given at Aarhus University
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior. Bestandsnummer des Verkäufers 9783540204824
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