Welcome to E-Books Directory
This is a freely downloadable e-book.

Lectures on Stochastic Processes

Lectures on Stochastic Processes
by K. Ito

Publisher: Tata Institute of Fundamental Research 1960
Number of pages: 207

Description:
In this course of lectures the author discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics covered: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; Linear Diffusion.

 Download or read it online here:

Download link

 (900KB, PDF)