Stochastic Processes

Ken-Iti Sato; Kiyosi Ito; Ole E. Barndorff-Nielsen

ISBN 10: 3540204822 / ISBN 13: 9783540204824

Verlag: Springer (edition 2004), 2004

Beschreibung

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

Bibliografische Details

• Titel: Stochastic Processes
• Verlag: Springer (edition 2004)
• Erscheinungsjahr: 2004
• Sprache: Englisch
• ISBN-10: 3540204822
• ISBN-13: 9783540204824
• Einband: Hardcover
• Auflage: 2004.
• Zustand: Good

Über diesen Titel

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.

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)