Stochastic Processes: Lectures given at Aarhus University - Softcover

Ito, Kiyosi

 
9783662100660: Stochastic Processes: Lectures given at Aarhus University

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Synopsis

0 Preliminaries.- 1 Additive Processes (Processes with Independent Increments).- 2 Markov Processes.- Exercises.- E.0 Chapter 0.- E.1 Chapter 1.- E.2 Chapter 2.- Appendix: Solutions of Exercises.- A.0 Chapter 0.- A.1 Chapter 1.- A.2 Chapter 2.

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9783540204824: Stochastic Processes: Lectures given at Aarhus University

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ISBN 10:  3540204822 ISBN 13:  9783540204824
Publisher: Springer, 2004
Hardcover