Markov processes from K. Itô's perspective
By: by Daniel W. Stroock.
Series: Annals of mathematics studies ;; no. 155
Publisher: Princeton University Press
Published: 2003
Place of publication: Princeton, N.J
Language: eng
Number of pages: 272
Subjects: Itō, Kiyosi, 1915-; Markov processes; Stochastic difference equations
Notes: Includes bibliographical references (p. [263]-264) and index.