Sökt på: Böcker av kiyosi itô
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Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of …
Diffusion Processes and their Sample Paths
Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic …
Stochastic Processes and Their Applications
Collected Papers
Kosaku Yosida, born on February 7, 1909, was brought up in Tokyo. Having majored in Mathematics at University of Tokyo, he was appointed to Assistant at Osaka University in 1933 …
Stochastic Processes
The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at …
Essentials of Stochastic Processes
This book is an English translation of Kiyosi Ito's monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), …
Selected Papers
The central and distinguishing feature shared by all the contributions made by K. Ito is the extraordinary insight which they convey. Reading his papers, one should try to picture …
Poisson Point Processes and Their Application to Markov Processes
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, …
Stochastic Processes
The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at …