Detalhes do Livro
Formato
Kindle
Páginas
248
Idioma
Inglês
Publicado
Jun 29, 2013
Editora
Springer
ISBN-10
3662100657
ISBN-13
9783662100653
Descrição
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.