Описание
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.
Детали книги
Формат
Kindle
Страницы
248 страниц
Язык
Английский
Опубликовано
июн 29, 2013
Издатель
Springer
Издания
Изданий: 2
ISBN-10
3662100657
ISBN-13
9783662100653