Opis
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.
Szczegóły książki
Format
Kindle
Strony
248 stron
Język
Angielski
Opublikowany
cze 29, 2013
Wydawca
Springer
Wydania
Wydania: 2
ISBN-10
3662100657
ISBN-13
9783662100653