Description

Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.

Markov Processes from K. Itôs Perspective

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Paperback by Daniel W. Stroock

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Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability... Read more

    Publisher: Princeton University Press
    Publication Date: 6/13/2003 12:00:00 AM
    ISBN13: 9780691115436, 978-0691115436
    ISBN10: 0691115435

    Number of Pages: 288

    Non Fiction , Mathematics & Science , Education

    Description

    Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.

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