Publicado por Princeton University Press, 2003
ISBN 10: 0691115427 ISBN 13: 9780691115429
Idioma: Inglés
Librería: Zubal-Books, Since 1961, Cleveland, OH, Estados Unidos de America
EUR 37,05
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Añadir al carritoCondición: Fine. First edition, first printing,280 pp., hardcover, minor fading to spine else fine . - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Publicado por Princeton University Press, 2003
ISBN 10: 0691115435 ISBN 13: 9780691115436
Idioma: Inglés
Librería: Labyrinth Books, Princeton, NJ, Estados Unidos de America
EUR 52,25
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Publicado por Princeton University Press, 2003
ISBN 10: 0691115435 ISBN 13: 9780691115436
Idioma: Inglés
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de America
EUR 78,92
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Añadir al carritoPAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Publicado por Princeton University Press, 2003
ISBN 10: 0691115435 ISBN 13: 9780691115436
Idioma: Inglés
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
EUR 93,34
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Añadir al carritoPAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Publicado por Princeton University Press, 2003
ISBN 10: 0691115435 ISBN 13: 9780691115436
Idioma: Inglés
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
EUR 101,56
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Añadir al carritoCondición: New.
Publicado por Princeton University Press, 2003
ISBN 10: 0691115435 ISBN 13: 9780691115436
Idioma: Inglés
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
EUR 93,53
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Añadir al carritoPaperback / softback. Condición: New. New copy - Usually dispatched within 4 working days. 438.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 150,86
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Añadir al carritoPaperback. Condición: Brand New. 288 pages. 9.00x6.00x0.75 inches. In Stock.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 109,62
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Añadir al carritoPaperback. Condición: Brand New. 288 pages. 9.00x6.00x0.75 inches. In Stock. This item is printed on demand.
Publicado por Princeton University Press, 2003
ISBN 10: 0691115435 ISBN 13: 9780691115436
Idioma: Inglés
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 97,82
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Añadir al carritoTaschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported.The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.