Stochastic processes [electronic resource] : lectures given at Aarhus University / Kiyosi Itō ; edited by Ole E. Barndorff-Nielsen, Ken-iti Satō.

This is a readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths o...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Itō, Kiyosi, 1915-2008
Other Authors:	Barndorff-Nielsen, O. E. (Ole E.), Sato, Ken-iti, 1934-
Format:	Electronic eBook
Language:	English
Published:	Berlin ; New York : Springer-Verlag, ©2004.
Subjects:	Stochastic processes.