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

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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Stroock, Daniel W.
Format: Électronique eBook
Langue:Inglés
Publié: Princeton : Princeton University Press, 2003.
Collection:Annals of mathematics studies.
Sujets:
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
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