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Essentials of stochastic processes

This book is an English translation of Kiyosi Ito's monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic proces...

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Detalles Bibliográficos
Autor principal: Ito, Kiyosi
Lenguaje:eng
Publicado: American Mathematical Society 2006
Materias:
Acceso en línea:http://cds.cern.ch/record/2713828