설명
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.
책 세부 정보
형식
킨들
페이지
248 페이지
언어
영어
출판됨
6월 29, 2013
출판사
Springer
판본
판본 2개
ISBN-10
3662100657
ISBN-13
9783662100653