Category
Stochastics
Store
Wordery
Brand
Springer berlin heidelberg
Stochastic Processes : Lectures given at Aarhus University : Springer : 9783642058059 : 3642058051 : 30 Nov 2010 : 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.
54.99 GBP
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