Essentials of Stochastic Processes
Kiyosi Ito
American Mathematical Society, 2006
213,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780821838983
- ISBN-10
- 0821838989
- Publisher
- American Mathematical Society
- Year
- 2006
- Publication date
- 2006-06-30
- Pages
- 171
- Dimensions
- 262x186x15
- Weight
- 478