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Stochastic Processes

Lectures given at Aarhus University

Autor*innen

Kiyoshi Itō

Parameter

248 Seiten
9 Lesestunden

Mathematik

Mehr zum Buch

"Stochastic Processes" by K. Itô offers a comprehensive introduction to additive processes and Markov processes, featuring the Lévy-Itô decomposition. Originally based on lectures from 1968-69, this edited volume includes amendments, footnotes, and an index, making complex concepts accessible to readers.