Beschreibung
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.
Buchdetails
Format
Kindle
Seiten
248 Seiten
Sprache
Englisch
Veröffentlicht
Jun 29, 2013
Verlag
Springer
Ausgaben
2 Ausgaben
ISBN-10
3662100657
ISBN-13
9783662100653