الوصف
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.
تفاصيل الكتاب
تنسيق
كيندل
صفحات
248 صفحات
لغة
الإنجليزية
منشور
يونيو 29, 2013
الناشر
Springer
الطبعات
2 طبعات
رقم ISBN-10
3662100657
رقم ISBN-13
9783662100653