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Stochastic Processes
Stochastic Processes
Author: Ken-Iti Sato
This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments, today ...  more »
ISBN-13: 9783540204824
ISBN-10: 3540204822
Publication Date: 4/28/2004
Pages: 234
Edition: 1
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Publisher: Springer
Book Type: Hardcover
Members Wishing: 0
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