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Condition: Good. A sound copy with only light wear. Overall a solid copy at a great price!
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Paperback. Condition: Good. Ex-library. Light wear to corners, spine wrinkled and faded a bit, modest rubbing to back. otherwise a clean and solid reference copy.
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Stochastic Processes. Lectures given at Aarhus University. Ed.: Ole E. Barndorff-Nielsen u. Ken-iti Sato.
Published by Springer, Berlin, 2004
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Stochastic Processes: Lectures given at Aarhus University
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Stochastic Processes: Lectures given at Aarhus University
Language: English
Published by Springer Berlin Heidelberg 2010-02-19, 2010
ISBN 10: 3642058051 ISBN 13: 9783642058059
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Stochastic Processes : Lectures Given at Aarhus University
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Stochastic Processes: Lectures given at Aarhus University
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Stochastic Processes: Lectures given at Aarhus University
Language: English
Published by Berlin, Heidelberg, New York: Springer-Verlag, 2004
ISBN 10: 3540204822 ISBN 13: 9783540204824
Condition: Sehr gut. XII, 234 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 488 gebundene Ausgabe gebundene Ausgabe.
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Stochastic Processes : Lectures Given at Aarhus University
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Stochastic Processes : Lectures Given at Aarhus University
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Taschenbuch. Condition: Neu. Stochastic Processes | Lectures given at Aarhus University | Kiyosi Ito | Taschenbuch | xii | Englisch | 2010 | Springer | EAN 9783642058059 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior.
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Condition: As New. Unread book in perfect condition.
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Condition: As New. Unread book in perfect condition.
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior.
