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Stochastic Processes

Stochastic Processes

Paperback

Series: Wiley Classics Library, Book 24

Probability & Statistics

ISBN10: 0471523690
ISBN13: 9780471523697
Publisher: Wiley-Interscience
Published: Jan 16 1991
Pages: 664
Weight: 2.15
Height: 1.61 Width: 6.07 Depth: 8.98
Language: English
The theory of stochastic processes has developed so much in the last two decades that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book features a supplement which provides a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included, and references to the literature and historical remarks have been collected in the appendix.

Also from

Doob, J. L.

Also in

Probability & Statistics