"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical exam…
"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical exam…
The author establishes a relation between the theory of multiple stochastic integration and the theory of Banach space valued measures.
This text takes advantage of recent developments in the theory of path integration to provide an improved treatment of quantization of systems that either have no constraints or instead involve constraints with demonstratively improved procedures. Strong emphasis is placed on t…
by Jacod, Jean
fromLecture notes in mathematics
