伊藤清著作Stochastic Processes

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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.

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2015-4-22 18:46:57 上传

伊藤清著作
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Editorial ReviewsReview

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 Details

• Hardcover: 234 pages
• Publisher: Springer; 2004 edition (April 28, 2004)
• Language: English
• ISBN-10: 3540204822
• ISBN-13: 978-3540204824
• Product Dimensions: 6.1 x 0.6 x 9.2 inches
• Shipping Weight: 1.2 pounds (View shipping rates and policies)
  

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关键词：Stochastic Processes Stochast Process ESSES accessible exercises addition detailed measures

伊藤清ff伊藤清

他不会还活着吧？！

zzyftpl 发表于 2015-4-22 22:18
他不会还活着吧？！

08年没了。。。

niubility

thanks.................................

thanks very much

kankan

有一本要价太高，看看zhe'ge

学习学习.