Markov Processes from K. Itô's Perspective (Am-155) by Daniel W. Stroock

Markov Processes from K. Itô's Perspective (Am-155)

Daniel W. Stroock

288 pages missing pub info (editions)

nonfiction mathematics
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Kiyosi It '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 a...

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