Stochastic Processes (Paperback) (ISBN-13: 9780471523697)

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.

Author: J. L. Doob
ISBN-10: 0471523690
ISBN-13: 9780471523697
Publisher: Wiley-Interscience
Language: English
Published: 01/16/1991
Pages: 664
Format: Paperback
Weight: 2.15lbs
Size: 8.98h x 6.07w x 1.61d