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 |
Table of Contents:
- Ch. 1. Finite State Space, a Trial Run
- Ch. 2. Moving to Euclidean Space, the Real Thing
- Ch. 3. Ito's Approach in the Euclidean Setting
- Ch. 4. Further Considerations
- Ch. 5. Ito's Theory of Stochastic Integration
- Ch. 6. Applications of Stochastic Integration to Brownian Motion
- Ch. 7. The Kunita-Watanabe Extension
- Ch. 8. Stratonovich's Theory.
