Markov Processes from K. Itô's Perspective (AM-155) / / Daniel W. Stroock.
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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| Superior document: | Title is part of eBook package: De Gruyter Princeton Annals of Mathematics eBook-Package 1940-2020 |
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| VerfasserIn: | |
| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2003] ©2003 |
| Year of Publication: | 2003 |
| Language: | English |
| Series: | Annals of Mathematics Studies ;
155 |
| Online Access: | |
| Physical Description: | 1 online resource (288 p.) |
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