Markov processes from K. Itô's perspective /
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| Author / Creator: | Stroock, Daniel W. |
|---|---|
| Imprint: | Princeton, N.J. : Woodstock, Oxfordshire : Princeton University Press, 2003. |
| Description: | xvi, 267 p. ; 23 cm. |
| Language: | English |
| Series: | Annals of mathematics studies ; AOMS 155 Annals of mathematics studies ; no. 155. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4887562 |
MARC
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| 100 | 1 | |a Stroock, Daniel W. |0 http://id.loc.gov/authorities/names/n79054432 |1 http://viaf.org/viaf/56671656 | |
| 245 | 1 | 0 | |a Markov processes from K. Itô's perspective / |c by Daniel W. Stroock. |
| 260 | |a Princeton, N.J. : |a Woodstock, Oxfordshire : |b Princeton University Press, |c 2003. | ||
| 300 | |a xvi, 267 p. ; |c 23 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
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| 490 | 1 | |a Annals of mathematics studies ; |v AOMS 155 | |
| 504 | |a Includes bibliographical references (p. [263]-264) and index. | ||
| 505 | 0 | 0 | |g Ch. 1. |t Finite State Space, a Trial Run -- |g Ch. 2. |t Moving to Euclidean Space, the Real Thing -- |g Ch. 3. |t Ito's Approach in the Euclidean Setting -- |g Ch. 4. |t Further Considerations -- |g Ch. 5. |t Ito's Theory of Stochastic Integration -- |g Ch. 6. |t Applications of Stochastic Integration to Brownian Motion -- |g Ch. 7. |t The Kunita-Watanabe Extension -- |g Ch. 8. |t Stratonovich's Theory. |
| 600 | 1 | 0 | |a Itō, Kiyosi, |d 1915-2008 |x Contributions in probabilities. |
| 650 | 0 | |a Markov processes. |0 http://id.loc.gov/authorities/subjects/sh85081369 | |
| 650 | 0 | |a Stochastic difference equations. |0 http://id.loc.gov/authorities/subjects/sh97003887 | |
| 650 | 7 | |a Markov processes. |2 fast |0 http://id.worldcat.org/fast/fst01010347 | |
| 650 | 7 | |a Stochastic integrals. |2 fast |0 http://id.worldcat.org/fast/fst01133512 | |
| 830 | 0 | |a Annals of mathematics studies ; |v no. 155. | |
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