This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mat
Kiyosi Ito (1915 - 2008) was one of the pioneers of probability theory, and the originator of Ito Calculus. First published in 1942 in Japanese, this epoch-making theory of stochastic differential equ
