Markov Processes from K. Ito''s Perspective (AM-155).

Show other versions (2)

Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern th...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Stroock, Daniel W.
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, 2003.
Series:Annals of mathematics studies.
Subjects:
Markov processes.
Stochastic integrals.
Markov Chains
Mathematics.
Physical Sciences & Mathematics.
Mathematical Statistics.
Processus de Markov.
Intégrales stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
MATHEMATICS > Probability & Statistics > Stochastic Processes.
Markov processes
Stochastic integrals
Markov-Prozess
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items