Lectures On The Theory Of Stochastic Processes
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Stochastic Processes
Author: Kiyosi Itō
language: en
Publisher: Springer Science & Business Media
Release Date: 2004-03-12
This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Lévy-Itô decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included.
Lectures on the Theory of Stochastic Processes
Author: Anatolij V. Skorochod
language: en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date: 2019-01-14
No detailed description available for "Lectures on the Theory of Stochastic Processes".
Model Theory of Stochastic Processes
Author: Sergio Fajardo
language: en
Publisher: Cambridge University Press
Release Date: 2017-03-30
Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again. In this volume, the fourteenth publication in the Lecture Notes in Logic series, Fajardo and Keisler present new research combining probability theory and mathematical logic. It is a general study of stochastic processes using ideas from model theory, a key central theme being the question, 'When are two stochastic processes alike?' The authors assume some background in nonstandard analysis, but prior knowledge of model theory and advanced logic is not necessary. This volume will appeal to mathematicians willing to explore new developments with an open mind.