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Markov Processes from K. Itô's Perspective (English, Daniel W. Stroock)-64% OFF
Princeton University Press

Markov Processes from K. Itô's Perspective (English, Daniel W. Stroock)

by Daniel W. Stroock

Publisher: Princeton University Press

Language: English

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Specifications

PublisherPrinceton University Press
LanguageEnglish
ISBN-139780691115436
ISBN-100691115435
AuthorDaniel W. Stroock

Product Description

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

Book Insights

What You'll Learn

  • ·In-depth exploration of topics covered in Markov Processes from K. Itô's Perspective
  • ·Key concepts explained with clarity and practical examples
  • ·Insights valuable for anyone studying or working in Princeton University Press

Who Should Read This

Beginners and newcomers to the subject, as well as curious general readers.

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Markov Processes from K. Itô's Perspective is authored by Daniel W. Stroock.
Who published Markov Processes from K. Itô's Perspective?
Markov Processes from K. Itô's Perspective is published by Princeton University Press.
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At an average reading speed of 250 words per minute, reading Markov Processes from K. Itô's Perspective takes a few hours to a few days depending on reading pace.
What is Markov Processes from K. Itô's Perspective about?
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 mode...
Is Markov Processes from K. Itô's Perspective suitable for beginners?
Whether Markov Processes from K. Itô's Perspective is suitable for beginners depends on your background in Princeton University Press. Review the product description and specifications above for details on the target audience and difficulty level.
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