Markov Processes From K. Ito'S Perspective

by Daniel W. Stroock
language: english
Publisher: Princeton University Press, May of 2003 ‧
OUT OF STOCK OR NOT AVAILABLE
Sell ​​your book
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.

Markov Processes From K. Ito'S Perspective

by Daniel W. Stroock

Property Description
ISBN: 9780691115436
Publisher: Princeton University Press
Release Date: May of 2003
Language: English
Cover: Softcover
Pages: 288
Format: Book
Collection: Annals Of Mathematics Studies
Categories: Books in English > Science > Mathematics
EAN: 9780691115436

BOOKS FROM THE SAME COLLECTION