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Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies Daniel W. Stroock
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Markov Processes from K. Ito's Perspective - Annals of Mathematics Studies
Daniel W. Stroock
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.
288 pages, black & white illustrations
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2003年5月26日 |
| ISBN13 | 9780691115436 |
| 出版社 | Princeton University Press |
| ページ数 | 288 |
| 寸法 | 235 × 155 × 20 mm · 440 g |
| 言語 | 英語 |
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