Essentials of Stochastic Processes |
|
| Author:
| Ito, Kiyosi |
| Series title: | Translations of Mathematical Monographs |
| ISBN: | 978-0-8218-3898-3 |
| Publication Date: | Jun 2006 |
| Publisher: | American Mathematical Society
|
| Book Format: | Hardback |
| List Price: | USD $80.00USD $80.00 |
Book Description:
|
Offers a comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. This book presents explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.
Offers a comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. This book presents explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.