Stochastic Processes

This is a readily accessible introduction to the theory ofstochastic processes with emphasis on processes with independent increments and Markov processes.Two s... » 

This is a readily accessible introduction to the theory ofstochastic processes with emphasis on processes with independent increments and Markov processes.Two separate sections present about 70 exercises and their complete solutions. The text and exercises are carefully edited and footnoted, while retaining the style of Ito's original lecture notes from Aarhus University. «