Princeton University Press
Markov Processes from K. Itô's Perspective (English, Daniel W. Stroock)
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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 Specifications
| ISBN-13 | 9780691115436 |
| ISBN-10 | 0691115435 |
| Publisher | Princeton University Press |
| Category | Princeton University Press |
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