Essentials of Stochastic Processes

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9780821838983: 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 processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes. With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Kiyosi Ito is famous throughout the world for his work on stochastic integrals (including the Ito formula), but he has made substantial contributions to other areas of probability theory as well, such as additive processes, stationary processes, and Markov processes (especially diffusion processes), which are topics covered in this book. For his contributions and achievements, he has received, among others, the Wolf Prize, the Japan Academy Prize, and the Kyoto Prize.

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Kiyosi Ito
Editore: American Mathematical Society (2006)
ISBN 10: 0821838989 ISBN 13: 9780821838983
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Descrizione libro American Mathematical Society, 2006. Hardcover. Condizione libro: New. Brand new. We distribute directly for the publisher. This book is an English translation of Kiyosi Itô's monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Lévy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Codice libro della libreria 1006030083

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Kiyosi Ito
Editore: American Mathematical Society, United States (2006)
ISBN 10: 0821838989 ISBN 13: 9780821838983
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Descrizione libro American Mathematical Society, United States, 2006. Hardback. Condizione libro: New. 259 x 175 mm. Language: English . Brand New Book. 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 processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Kiyosi Ito is famous throughout the world for his work on stochastic integrals (including the Ito formula), but he has made substantial contributions to other areas of probability theory as well, such as additive processes, stationary processes, and Markov processes (especially diffusion processes), which are topics covered in this book. For his contributions and achievements, he has received, among others, the Wolf Prize, the Japan Academy Prize, and the Kyoto Prize. Codice libro della libreria AAN9780821838983

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Kiyosi Ito
Editore: American Mathematical Society, United States (2006)
ISBN 10: 0821838989 ISBN 13: 9780821838983
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Descrizione libro American Mathematical Society, United States, 2006. Hardback. Condizione libro: New. 259 x 175 mm. Language: English . Brand New Book. 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 processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Kiyosi Ito is famous throughout the world for his work on stochastic integrals (including the Ito formula), but he has made substantial contributions to other areas of probability theory as well, such as additive processes, stationary processes, and Markov processes (especially diffusion processes), which are topics covered in this book. For his contributions and achievements, he has received, among others, the Wolf Prize, the Japan Academy Prize, and the Kyoto Prize. Codice libro della libreria AAN9780821838983

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Ito, Kiyosi
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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97808218389830000000

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Descrizione libro American Mathematical Society. Hardback. Condizione libro: new. BRAND NEW, Essentials of Stochastic Processes, Kiyosi Ito, 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 processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes.With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Kiyosi Ito is famous throughout the world for his work on stochastic integrals (including the Ito formula), but he has made substantial contributions to other areas of probability theory as well, such as additive processes, stationary processes, and Markov processes (especially diffusion processes), which are topics covered in this book. For his contributions and achievements, he has received, among others, the Wolf Prize, the Japan Academy Prize, and the Kyoto Prize. Codice libro della libreria B9780821838983

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ISBN 10: 0821838989 ISBN 13: 9780821838983
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Descrizione libro American Mathematical Society, 2006. Hardcover. Condizione libro: New. English Language Ed. Codice libro della libreria DADAX0821838989

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Descrizione libro American Mathematical Society, 2006. Hardcover. Condizione libro: New. book. Codice libro della libreria 0821838989

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Ito, Kiyosi/ Ito, Yuji (Translator)
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ISBN 10: 0821838989 ISBN 13: 9780821838983
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Descrizione libro Amer Mathematical Society, 2006. Hardcover. Condizione libro: Brand New. english edition. 171 pages. 10.00x7.25x0.50 inches. In Stock. Codice libro della libreria __0821838989

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Kiyosi Ito
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Descrizione libro 2006. Hardcover. Condizione libro: New. 262mm x 186mm x. Hardcover. Offers a comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of sto.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 171 pages. 0.478. Codice libro della libreria 9780821838983

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