Stochastische Prozesse: Vorlesungen an der Universität Aarhus, Hardcover von Sato...
84,14 €
Stochastic Processes : Lectures Given at Aarhus University, Hardcover by Sato, Kenichi (EDT); Ito, Kiyosi; Barndorff-Nielsen, O. E., ISBN 3540204822, ISBN-13 9783540204824, Like New Used, Free P&P in the UK 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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