Description

Book Synopsis
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.

Table of Contents
*Frontmatter, pg. i*Contents, pg. vii*Preface, pg. xi*Chapter 1. Finite State Space, a Trial Run, pg. 1*Chapter 2. Moving to Euclidean Space, the Real Thing, pg. 35*Chapter 3. Ito's Approach in the Euclidean Setting, pg. 73*Chapter 4. Further Considerations, pg. 111*Chapter 5. Ito's Theory of Stochastic Integration, pg. 125*Chapter 6. Applications of Stochastic Integration to Brownian Motion, pg. 151*Chapter 7. The Kunita-Watanabe Extension, pg. 189*Chapter 8. Stratonovich's Theory, pg. 221*Notation, pg. 260*References, pg. 263*Index, pg. 265

Markov Processes from K. Itôs Perspective

    Product form

    £73.80

    Includes FREE delivery

    RRP £82.00 – you save £8.20 (10%)

    Order before 4pm today for delivery by Thu 6 Aug 2026.

    A Paperback by Daniel W. Stroock

    1 in stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Markov Processes from K. Itôs Perspective by Daniel W. Stroock

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

      Description

      Book Synopsis
      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.

      Table of Contents
      *Frontmatter, pg. i*Contents, pg. vii*Preface, pg. xi*Chapter 1. Finite State Space, a Trial Run, pg. 1*Chapter 2. Moving to Euclidean Space, the Real Thing, pg. 35*Chapter 3. Ito's Approach in the Euclidean Setting, pg. 73*Chapter 4. Further Considerations, pg. 111*Chapter 5. Ito's Theory of Stochastic Integration, pg. 125*Chapter 6. Applications of Stochastic Integration to Brownian Motion, pg. 151*Chapter 7. The Kunita-Watanabe Extension, pg. 189*Chapter 8. Stratonovich's Theory, pg. 221*Notation, pg. 260*References, pg. 263*Index, pg. 265

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account