Essentials of stochastic processes
By: Kiyosi Itô ; translated by Yuji Ito
Edition: English language ed
Series: Translations of mathematical monographs -- v. 231
Publisher: American Mathematical Society
Published: 2006
Place of publication: Providence, R.I
Language: eng
Number of pages: 171
Subjects: Stochastic processes
Work titles: Kakuritsu katei.
Description: "This book is an English translation of Kiyosi Ito's monography published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areas of the theory of stochastic processes."--BOOK JACKET.