Lectures on Stochastic Processes

by Kiyoshi Itō, R.K. Muralidhara (Notes)

Good Springer-Verlag, 1984. Cover faintly rubbed/bumped/soiled/sunned, top corner of the front flap very faintly creased, spine lightly creased; edges very faintly rubbed/bumped/soiled/sunned; interior pink throughout, interior covers/endpapers very faintly soiled at edges, small tear near the top hinge of the ffep, very faint pencil erasure at the top corner of the ffep, 3 pp. very faintly creased at the top corner; binding tight; cover, edges and interior intact and very clean, except where noted.. paperback. Good.

Paperback

First published December 17, 1984

About the author

Professor Kiyosi Itô is one of the most distinguished probability theorists in the world. He is the creator of a branch of mathematics that deals with stochastics and probabilities, now known as Itō calculus in his honour, and one of its main tools is the stochastic integral, also known as Itō integral. This calculus plays a fundamental role in modern financial mathematics.

Itō died in Kyoto, Japan, in 2008. He was 93 years old.