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24%OFFDaniel W. Stroock - Markov Processes from K. Itô´s Perspective (AM-155) - 9780691115436 - V9780691115436
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Markov Processes from K. Itô´s Perspective (AM-155)

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Description for Markov Processes from K. Itô´s Perspective (AM-155) Paperback. 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. Series: Annals of Mathematics Studies. Num Pages: 288 pages, black & white illustrations. BIC Classification: PBK; PBM; PBWL. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 15. Weight in Grams: 399.
Kiyosi Ito'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 Ito'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, Ito interpreted Kolmogorov's famous forward equation as an equation that describes ... Read more

Product Details

Format
Paperback
Publication date
2003
Publisher
Princeton University Press United States
Number of pages
288
Condition
New
Series
Annals of Mathematics Studies
Number of Pages
288
Place of Publication
New Jersey, United States
ISBN
9780691115436
SKU
V9780691115436
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1

About Daniel W. Stroock
Daniel W. Stroock is a Simons Professor of Mathematics at the Massachusetts Institute of Technology and the author of several books, including "A Concise Introduction to the Theory of Integration and Probability Theory, an Analytic View".

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