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Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies
Daniel W. Stroock
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Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies
Daniel W. Stroock
Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.
288 pages, black & white illustrations
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 26. mai 2003 |
| ISBN13 | 9780691115436 |
| Utgivere | Princeton University Press |
| Antall sider | 288 |
| Mål | 235 × 155 × 20 mm · 440 g |
| Språk | Engelsk |
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