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£47.15

Springer Stochastic Processes: Lectures given at Aarhus University

Name: Stochastic Processes: Lectures given at Aarhus University
Brand: Springer
Price: 47.51 GBP
Availability: InStock

Applied Mathematics

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Product Description This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Lévy-Itô decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included. Review From the reviews: "The book can be recommended as a fine introduction to such important branches of stochastic process theory as the theories of processes with independent increments and of Markov processes. It will be a valuable acquisition for any mathematical library. The text of the book has been carefully prepared by the editors … ." (M.G. Shur, Mathematical Reviews, 2005e) "The book under review is in fact an advanced text suitable for graduate students and based around two topics-the structure of additive processes … and the basic theory of Markov processes, which generalises Markov chains to continuous time and fairly general state spaces. … a nice introduction to Markov processes making extensive use of semigroup techniques. … The book concludes with a number of exercises accompanied by worked solutions." (David Applebaum, The Mathematical Gazette, March, 2005)

Product Specifications

Brand: Springer
Format: Paperback
ASIN: 3642058051
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 30 November 2010
Listed Since: 20 September 2010

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Springer Stochastic Processes: Lectures given at Aarhus University

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