説明
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.
本の詳細
形式
キンドル
ページ数
248ページ
言語
英語
公開されました
6月 29, 2013
出版社
Springer
版
2 版
ISBN-10
3662100657
ISBN-13
9783662100653