Descripción
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.
Detalles del libro
Formato
Kindle
Páginas
248 páginas
Idioma
Inglés
Publicado
jun. 29, 2013
Editorial
Springer
Ediciones
2 ediciones
ISBN-10
3662100657
ISBN-13
9783662100653