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. The modern theo...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
2003.
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| Series: | Annals of mathematics studies.
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| Subjects: | |
| Online Access: | Connect to this title online (unlimited users allowed) |