Menu
Виж статуса на поръчката
Свържете се с нас
Книга Stochastic Processes Kiyosi Ito

Stochastic Processes

Lectures given at Aarhus University

Автор: Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato
Език: Английски език
Корици: С твърди корици
Издател: Springer, Berlin
Наличност: Външен склад
Изпращаме след 10-13 дни
79.16 € 154.83 лв
This is a readily accessible introduction to the theory of stochastic processes with emphasis on pro...

Информация за книгата

Автор
Kiyosi Ito, Ole E. Barndorff-Nielsen, Keniti Sato
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2004
страници
234
EAN
9783540204824
ISBN
3540204822
Enbook ID
02107960
Издател
Springer, Berlin
Теглоt
485
Размери
164 x 236 x 21

Пълно описание

This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments, today called the Levy-Ito decomposition, in a form close to Ito's original paper from 1942. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. Two separate Sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of the original lecture notes from Aarhus University.§

Може също да ви хареса

Musculoskeletal Diseases 2021-2024: Diagnostic Imaging

Juerg Hodler
41.44 € 81.04 лв

Hetzer - Jagdpanzer 38 Tank Destroyer

DENNIS OLIVER
18.73 € 36.64 лв

Making the Connection Between Brain and Behavior: Coping with Parkinson's Disease (Easyread Large Edition)

Joseph H. Friedman
34.45 € 67.39 лв

Essays in Philosophy

James Ward
34.40 € 67.29 лв

One About Their Best One-Liners: The Little Guide to Friends

OH LITTLE BOOK
7.93 € 15.51 лв

Curmudgeon's Guide to Practicing Law

Mark Edward Herrmann
41.49 € 81.14 лв

Net Force: Dark Web

Tom Clancy
12.10 € 23.67 лв

Geographies of Ageing

Davies
80.12 € 156.69 лв

Gap Creek

Robert Morgan
15.32 € 29.95 лв

Billie Holiday

John Szwed
22.10 € 43.22 лв

Who is Charlie?: Xenophobia and the New Middle Class

Emmanuel Todd
12.96 € 25.34 лв

Alarms And Excursions In Arabia (1931)

Bertram Thomas
39.93 € 78.10 лв

Federal Taxation

Jaclyn N Prichard
185.25 € 362.32 лв

effectiveness of teachers' performance appraisal in secondary schools in Kabale Municipality

Akampurira Abraham
41.29 € 80.75 лв

Broken Things

Roy ´Sgt. Roy´
11.00 € 21.51 лв

OXFORD BOOKWORMS LIBRARY New Edition 3 THE CROWN OF VIOLET

TREASE
18.48 € 36.14 лв

Клиенти, които купиха тази книга, купиха също

Путеводитель по оэлю

Х. Дальфин
23.25 € 45.48 лв

Complicaç?es da cirurgia ortognática

Sadhasivam Gokkulakrishnan
55.85 € 109.24 лв

The Sinaiticus Syriac Gospels

J. Rendel Harris
33.50 € 65.52 лв

Tausend Gedanken Des Collaborators

Berthold Auerbach
23.35 € 45.67 лв

Venus

J. P. Bloom
7.68 € 15.02 лв

Soziologische Marginalien 4

Bernd Ternes
38.27 € 74.85 лв