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  • Lectures given at Aarhus University
    Kiyosi Ito; Ole E Barndorff-Nielsen; Ken-iti Sato
    978-3-662-10065-3
    2004
    Edition 1
    • Very gentle and detailed introduction to the theory of stochastic processes with emphasis on Levy processes and Markov processes
    • Exercises (about 70) are accompanied by complete solutions
    • Proof by Ito himself of the celebrated Levy-Ito decomposition of paths of Levy processes
    • Carefully edited and footnoted, while retaining the lecturing style of the original notes
    • Includes supplementary material: sn.pub/extras

    €419

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