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Home > Mathematics and Science Textbooks > Mathematics > Applied mathematics > Stochastics > Essentials of Stochastic Processes: (Translations of Mathematical Monographs)
Essentials of Stochastic Processes: (Translations of Mathematical Monographs)

Essentials of Stochastic Processes: (Translations of Mathematical Monographs)


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About the 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.

Table of Contents:
Basic concepts Additive processes Stationary processes Markov processes Diffusion Postscript.


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Product Details
  • ISBN-13: 9780821838983
  • Publisher: American Mathematical Society
  • Publisher Imprint: American Mathematical Society
  • Language: English
  • Series Title: Translations of Mathematical Monographs
  • ISBN-10: 0821838989
  • Publisher Date: 30 Jun 2006
  • Binding: Hardback
  • No of Pages: 171
  • Weight: 480 gr


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