Stochastic Processes
Kiyosi Ito
Broschiertes Buch

Stochastic Processes

Lectures given at Aarhus University

Herausgegeben: Barndorff-Nielsen, Ole E; Sato, Ken-iti
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The volume Stochastic Processes by K. Itö was published as No. 16 of Lecture Notes Series from Mathematics Institute, Aarhus University in August, 1969, based on Lectures given at that Institute during the academie year 1968 1969. The volume was as thick as 3.5 cm., mimeographed from typewritten manuscript and has been out of print for many years. Since its appearance, it has served, for those abIe to obtain one of the relatively few copies available, as a highly readable introduetion to basic parts of the theories of additive processes (processes with independent increments) and of Markov pr...