توضیحات
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.
جزئیات کتاب
فرمت
کیندل
صفحات
248 صفحه
زبان
انگلیسی
منتشر شده
ژوئن 29, 2013
ناشر
Springer
نسخهها
2 نسخه
ISBN-10
3662100657
ISBN-13
9783662100653