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.
Detalhes do Livro
Formato
Kindle
Páginas
248 páginas
Idioma
Inglês
Publicado
jun 29, 2013
Editora
Springer
Edições
2 edições
ISBN-10
3662100657
ISBN-13
9783662100653