Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

New
Paperback
2003
$91.51

Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.

Synopsis

Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.

$91.51

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1 in stock

More Information

Format: Paperback
Pages: 288
Publisher: Princeton University Press
Published: 06 May 2003
ISBN 10: 9780691115
ISBN 13: 9780691115436

Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

New

$91.51

Synopsis

$91.51

More Information