Markov Processes from K. Itô's Perspective (English, Daniel W. Stroock)
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Book Details
Publisher
Princeton University Press
Language
English
ISBN-13
9780691115436
ISBN-10
0691115435
Author
Daniel W. Stroock
About the Book
Kiyosi Itô'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 Itô'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 re…
ISBN: 9780691115436
ISBN-13: 9780691115436
ISBN-10: 0691115435
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Daniel W. Stroock is the author of Markov Processes from K. Itô's Perspective. Browse more books by Daniel W. Stroock on GlowMirror.
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Product ID: isbn-9780691115436
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