Essentials of Stochastic Processes (Translations of Mathematical Monographs, 231, Band 231) - Hardcover

Inhaltsangabe

In a textbook for an introductory graduate course on analysis and basic probability theory, Itô presents a unified account of the three most important classes of stochastic processes: additive (Lèvy), stationary, and Markov. The Japanese original, Kakuritsu katei, was first published in 1957, and though he has written since then on additive and Markov processes, this remains his only textbook in English introducing stationary processes. There is no index. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com)

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