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Chapter 1. Finite State Space, a Trial Run

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Markov Processes from K. Itô's Perspective

This chapter is in the book Markov Processes from K. Itô's Perspective

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Chapters in this book

Frontmatter i
Contents vii
Preface xi
Chapter 1. Finite State Space, a Trial Run 1
Chapter 2. Moving to Euclidean Space, the Real Thing 35
Chapter 3. Itô's Approach in the Euclidean Setting 73
Chapter 4. Further Considerations 111
Chapter 5. Itô's Theory of Stochastic Integration 125
Chapter 6. Applications of Stochastic Integration to Brownian Motion 151
Chapter 7. The Kunita-Watanabe Extension 189
Chapter 8. Stratonovich's Theory 221
Notation 260
References 263
Index 265

https://doi.org/10.1515/9781400835577-002

Chapters in this book

Frontmatter i
Contents vii
Preface xi
Chapter 1. Finite State Space, a Trial Run 1
Chapter 2. Moving to Euclidean Space, the Real Thing 35
Chapter 3. Itô's Approach in the Euclidean Setting 73
Chapter 4. Further Considerations 111
Chapter 5. Itô's Theory of Stochastic Integration 125
Chapter 6. Applications of Stochastic Integration to Brownian Motion 151
Chapter 7. The Kunita-Watanabe Extension 189
Chapter 8. Stratonovich's Theory 221
Notation 260
References 263
Index 265

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