The volume Stochastic Processes by K. It??? 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 ...
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The volume Stochastic Processes by K. It??? 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 L???vy-It ??? decomposition of additive processes. Encouraged by Professor It ??? 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. L???vy'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 L???vy-It??? decomposition. This is thoroughly treated, as suming no continuity property in time, in a form close to the original 1942 paper of It???, which gave rigorous expression to L???vy's intuitive understanding of path behavior.
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Add this copy of Stochastic Processes: Lectures given at Aarhus to cart. $61.05, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Stochastic Processes to cart. $63.32, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2004 by Springer.
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Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
