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Essentials of Stochastic Processes (Translations of Mathematical Monographs, V. 231)

Kiyosi Ito

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ISBN 10: 0821838989 / ISBN 13: 9780821838983
Published by American Mathematical Society, 2006
Used Condition: Good Hardcover
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Bibliographic Details

Title: Essentials of Stochastic Processes (...

Publisher: American Mathematical Society

Publication Date: 2006

Binding: Hardcover

Book Condition:Good

About this title

Synopsis:

This book is an English translation of Kiyosi It˘'s monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or LÚvy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes. With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Kiyosi It˘ is famous throughout the world for his work on stochastic integrals (including the It˘ formula), but he has made substantial contributions to other areas of probability theory as well, such as additive processes, stationary processes, and Markov processes (especially diffusion processes), which are topics covered in this book. For his contributions and achievements, he has received, among others, the Wolf Prize, the Japan Academy Prize, and the Kyoto Prize.

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