| 书目名称 | Stochastic Processes | | 副标题 | Lectures given at Aa | | 编辑 | Kiyosi Itô,Ole E. Barndorff-Nielsen,Ken-iti Sato | | 视频video | | | 概述 | Very gentle and detailed introduction to the theory of stochastic processes with emphasis on Levy processes and Markov processes.Exercises (about 70) are accompanied by complete solutions.Proof by Ito | | 图书封面 |  | | 描述 | The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy‘s form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of addit | | 出版日期 | Textbook 2004 | | 关键词 | Lévy processes; Markov process; Markov processes; Martingale; Stochastic processes; additive processes; in | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-662-10065-3 | | isbn_softcover | 978-3-642-05805-9 | | isbn_ebook | 978-3-662-10065-3 | | copyright | Springer-Verlag Berlin Heidelberg 2004 |
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发表于 2025-3-21 17:24:23
