How Long to Read Markov Processes from K. Itô's Perspective (AM-155)

How Long Does it Take to Read Markov Processes from K. Itô's Perspective (AM-155)?

It takes the average reader 4 hours and 57 minutes to read Markov Processes from K. Itô's Perspective (AM-155) by Daniel W. Stroock

Assuming a reading speed of 250 words per minute. Learn more

Description

Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed increments. To remedy this defect, Itô interpreted Kolmogorov's famous forward equation as an equation that describes the integral curve of a vector field on the space of probability measures. Thus, in order to show how Itô's thinking leads to his theory of stochastic integral equations, Stroock begins with an account of integral curves on the space of probability measures and then arrives at stochastic integral equations when he moves to a pathspace setting. In the first half of the book, everything is done in the context of general independent increment processes and without explicit use of Itô's stochastic integral calculus. In the second half, the author provides a systematic development of Itô's theory of stochastic integration: first for Brownian motion and then for continuous martingales. The final chapter presents Stratonovich's variation on Itô's theme and ends with an application to the characterization of the paths on which a diffusion is supported. The book should be accessible to readers who have mastered the essentials of modern probability theory and should provide such readers with a reasonably thorough introduction to continuous-time, stochastic processes.

How long is Markov Processes from K. Itô's Perspective (AM-155)?

Markov Processes from K. Itô's Perspective (AM-155) by Daniel W. Stroock is 288 pages long, and a total of 74,304 words.

This makes it 97% the length of the average book. It also has 91% more words than the average book.

How Long Does it Take to Read Markov Processes from K. Itô's Perspective (AM-155) Aloud?

The average oral reading speed is 183 words per minute. This means it takes 6 hours and 46 minutes to read Markov Processes from K. Itô's Perspective (AM-155) aloud.

What Reading Level is Markov Processes from K. Itô's Perspective (AM-155)?

Markov Processes from K. Itô's Perspective (AM-155) is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Markov Processes from K. Itô's Perspective (AM-155)?

Markov Processes from K. Itô's Perspective (AM-155) by Daniel W. Stroock is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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