{"product_id":"stochastic-processes-ole-e-barndorff-nielsen-9783540204824","title":"Stochastic Processes: Lectures Given at Aarhus University","description":"\u003cp\u003eA readily accessible introduction to the theory of stochastic processes with emphasis on processes with independent increments and Markov processes. After preliminaries on infinitely divisible distributions and martingales, Chapter 1 gives a thorough treatment of the decomposition of paths of processes with independent increments. Chapter 2 contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. Two separate Sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of the original lecture notes from Aarhus University.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Ole E. Barndorff-Nielsen, Kiyosi Ito\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3540204822\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783540204824\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 03\/12\/2004\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 236\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.08lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.33h x 6.51w x 0.76d","brand":"Ole E. Barndorff-Nielsen","offers":[{"title":"Hardcover","offer_id":45477166842111,"sku":"9783540204824","price":84.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_a4683b9a-afbe-40b3-8d11-385e848a6276.jpg?v=1715919238","url":"https:\/\/www.whiterainbookhouse.com\/products\/stochastic-processes-ole-e-barndorff-nielsen-9783540204824","provider":"WR Book House","version":"1.0","type":"link"}