描述
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.
书籍详情
格式
Kindle
页数
248 页
语言
英语
已发布
6月 29, 2013
出版商
Springer
版本
2 个版本
ISBN-10
3662100657
ISBN-13
9783662100653