Stochastic Processes: Lectures given at Aarhus University
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2004
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior |
| Beschreibung: | 1 Online-Ressource (XII, 236 p) |
| ISBN: | 9783662100653 9783642058059 |
| DOI: | 10.1007/978-3-662-10065-3 |
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| 500 | |a The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior | ||
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Datensatz im Suchindex
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| author | Itô, Kiyosi |
| author_facet | Itô, Kiyosi |
| author_role | aut |
| author_sort | Itô, Kiyosi |
| author_variant | k i ki |
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| bvnumber | BV042423435 |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-662-10065-3 |
| format | Electronic eBook |
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| isbn | 9783662100653 9783642058059 |
| language | English |
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| spelling | Itô, Kiyosi Verfasser aut Stochastic Processes Lectures given at Aarhus University by Kiyosi Itô ; edited by Ole E. Barndorff-Nielsen, Ken-iti Sato Berlin, Heidelberg Springer Berlin Heidelberg 2004 1 Online-Ressource (XII, 236 p) txt rdacontent c rdamedia cr rdacarrier The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov processes. It contains, in particular, a clear and detailed exposition of the Lévy-It ö decomposition of additive processes. Encouraged by Professor It ó we have edited the volume in the present book form, amending the text in a number of places and attaching many footnotes. We have also prepared an index. Chapter 0 is for preliminaries. Here centralized sums of independent ran dom variables are treated using the dispersion as a main tooI. Lévy's form of characteristic functions of infinitely divisible distributions and basic proper ties of martingales are given. Chapter 1 is analysis of additive processes. A fundamental structure the orem describes the decomposition of sample functions of additive processes, known today as the Lévy-Itó decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of Itó, which gave rigorous expression to Lévy's intuitive understanding of path behavior Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Markov-Prozess (DE-588)4134948-9 s 1\p DE-604 Barndorff-Nielsen, Ole E. Sonstige oth Sato, Ken-iti Sonstige oth https://doi.org/10.1007/978-3-662-10065-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Itô, Kiyosi Stochastic Processes Lectures given at Aarhus University Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4134948-9 |
| title | Stochastic Processes Lectures given at Aarhus University |
| title_auth | Stochastic Processes Lectures given at Aarhus University |
| title_exact_search | Stochastic Processes Lectures given at Aarhus University |
| title_full | Stochastic Processes Lectures given at Aarhus University by Kiyosi Itô ; edited by Ole E. Barndorff-Nielsen, Ken-iti Sato |
| title_fullStr | Stochastic Processes Lectures given at Aarhus University by Kiyosi Itô ; edited by Ole E. Barndorff-Nielsen, Ken-iti Sato |
| title_full_unstemmed | Stochastic Processes Lectures given at Aarhus University by Kiyosi Itô ; edited by Ole E. Barndorff-Nielsen, Ken-iti Sato |
| title_short | Stochastic Processes |
| title_sort | stochastic processes lectures given at aarhus university |
| title_sub | Lectures given at Aarhus University |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd Markov-Prozess (DE-588)4134948-9 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess Markov-Prozess |
| url | https://doi.org/10.1007/978-3-662-10065-3 |
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