Items related to Stochastic Processes: Lectures given at Aarhus University
Synopsis
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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Review
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)
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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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Stochastic Processes
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Springer Berlin Heidelberg Mrz 2004, 2004
ISBN 10: 3540204822
ISBN 13: 9783540204824
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 248 pp. Englisch. Seller Inventory # 9783540204824
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Stochastic Processes: Lectures given at Aarhus University
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Berlin, Heidelberg, New York: Springer-Verlag, 2004
ISBN 10: 3540204822
ISBN 13: 9783540204824
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Stochastic Processes : Lectures Given at Aarhus University
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Stochastic Processes
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Springer Berlin Heidelberg, 2004
ISBN 10: 3540204822
ISBN 13: 9783540204824
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Gebunden. Condition: 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. Seller Inventory # 4884658
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