Research Catalog

Markov processes from K. Itô's perspective

Title
Markov processes from K. Itô's perspective / by Daniel W. Stroock.
Author
Stroock, Daniel W.
Publication
Princeton, N.J. : Princeton University Press, 2003.

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Details

Description
xvi, 272 pages; 23 cm.
Series Statement
Annals of mathematics studies ; no. 155
Uniform Title
Annals of mathematics studies ; no. 155.
Subject
  • Itō, Kiyosi, 1915-2008
  • Itō, Kiyosi, 1915-2008
  • Markov processes
  • Stochastic difference equations
  • Stochastic differential equations
  • Markov Chains
  • Stochastic differential equations
  • Markov processes
  • Stochastic difference equations
Bibliography (note)
  • Includes bibliographical references (pages 263-264) and index.
Contents
Preface, p.xi -- Chapter 1 Finite State Space,a Trial Run, p.1 -- Chapter 2 Moving to Euclidean Space, the Real Thing, p.35 -- Chapter 3 Itô's Approach in the Euelidean Setting, p.73 -- Chapter 4 Further Considerations, p.111 -- Chapter 5 Itô's Theory of Stochastic Integration, p.125 -- Chapter 6 AppIications of Stochastic Integration to Brow-nian Motion, p.151 -- Chapter 7 The Kunita-Watanabe Extension, p.189 -- Chapter 8 Stratonovich's Theory, p.221 -- Notation, p.260 -- References, p.263 -- Index, p.265
ISBN
  • 0691115427
  • 9780691115429
  • 0691115435
  • 9780691115436
LCCN
2003103680
OCLC
  • ocm58468288
  • 58468288
  • SCSB-1288334
Owning Institutions
Princeton University Library