Itō, Kiyosi, 1915-2008

Essentials of stochastic processes / Kiyosi Itô ; translated by Yuji Ito. - x, 171 pages ; 26 cm. - Translations of mathematical monographs ; v. 231 . - Translations of mathematical monographs ; v. 231. .

Basic Concepts -- Additive Processes -- Stationary Processes -- Markov Processes -- Diffusion. 1. 2. 3. 4. 5.

0821838989 9780821838983

2006042673


Stochastic processes.

QA274 / .I86413 2006

519.23