An edition of Stochastic Processes (2010)

Stochastic Processes

Lectures given at Aarhus University

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Last edited by MARC Bot
September 29, 2024 | History
An edition of Stochastic Processes (2010)

Stochastic Processes

Lectures given at Aarhus University

  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments, today called the Lévy-Itô decomposition, in a form close to Itô's original paper from 1942. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. Two separate Sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of the original lecture notes from Aarhus University.

Publish Date
Pages
248

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Edition Availability
Cover of: Stochastic Processes
Stochastic Processes: Lectures Given at Aarhus University
2013, Springer London, Limited
in English
Cover of: Stochastic Processes
Stochastic Processes: Lectures given at Aarhus University
Nov 30, 2010, Springer, Springer Berlin Heidelberg
paperback

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Book Details


Edition Notes

Source title: Stochastic Processes: Lectures given at Aarhus University

Classifications

Library of Congress
QA273.A1-274.9QA274-, QA273.A1-274.9, QA274-274.9

The Physical Object

Format
paperback
Number of pages
248

ID Numbers

Open Library
OL28017204M
ISBN 10
3642058051
ISBN 13
9783642058059

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
September 29, 2024 Edited by MARC Bot import existing book
March 27, 2023 Edited by Tom Morris merge authors
October 9, 2020 Edited by ImportBot import existing book
August 2, 2020 Edited by ImportBot import existing book
May 8, 2020 Created by ImportBot Imported from amazon.com record