Markov Processes From K. Itos Perspective by Daniel W. Stroock Paperback Book

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Markov Processes From K. Itos Perspective by Daniel W. Stroock Paperback Book

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Markov Processes From K. Itos Perspective by Daniel W. Stroock Paperback Book

Markov Processes From K. Itos Perspective by Daniel W. Stroock Paperback Book

  • Brand: Unbranded
Price: $119.00
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$119.00
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Description

Offers an account of Kiyosi Itos program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Itos theory of stochastic integration first for Brownian motion and then for continuous martingales.
  • Brand: Unbranded
  • Category: Science, Medicine & Nature
  • Format: Paperback
  • Language: English
  • Publication Date: 2003-05-26
  • Publisher / Label: Princeton University
  • Author: Daniel W. Stroock
  • Number of Pages: 288
  • Fruugo ID: 322278510-714579578
  • ISBN: 9780691115436

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