Stochastic Processes, 1st Edition, 9780471523697
Paperback
A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.

Stochastic Processes, 1st Edition

$520.30

  • Paperback

    664 pages

  • Release Date

    10 January 1990

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Summary

The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detai…

Book Details

ISBN-13:9780471523697
ISBN-10:0471523690
Author:J.L. Doob
Publisher:John Wiley & Sons Inc
Imprint:Wiley-Interscience
Format:Paperback
Number of Pages:664
Edition:1st
Release Date:10 January 1990
Weight:983g
Dimensions:234mm x 153mm x 40mm
Series:Wiley Classics Library
About The Author

J.L. Doob

Joseph Leo “Joe” Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.

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