Stochastic Processes

Stochastic Processes

J.l. Doob - 1990, Classics Library

Overview

This book offers a systematic account of the advancements in stochastic processes over the past two decades. It delves into various facets of measure theory within a supplementary section. Additionally, a dedicated chapter addresses the specialized area of prediction theory.

Who it's for

• Researchers and students in probability and statistics.
• Individuals interested in advanced mathematical concepts.
• Those seeking a comprehensive treatment of stochastic processes.

Key features

• Language: English
• Pages: 664
• Binding: Softcover
• ISBN: 9780471523697
• Publisher: Wiley
• Year: 1990
• Series: Classics Library