Markov Processes from K. Ito's Perspective

Specificaties
Paperback, 288 blz. | EN
Princeton University Press | e druk, 2003
ISBN13: 9780691115436
Rubricering
Princeton University Press e druk, 2003 9780691115436
Onderdeel van serie Annals of Mathematics Studies
€ 124,80
Levertijd ongeveer 15 werkdagen

Samenvatting

Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.

Specificaties

ISBN13:9780691115436
Taal:EN
Bindwijze:Paperback
Aantal pagina's:288
€ 124,80
Levertijd ongeveer 15 werkdagen

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        Markov Processes from K. Ito's Perspective