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Markov processes from K. Ito's perspective (AM-155)
Kiyosi Itô''s greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô''s program....
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| Lenguaje: | eng |
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Princeton University Press
2003
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| Acceso en línea: | http://cds.cern.ch/record/1953530 |