Stochastic Processes (Wiley Classics Library) - J. L. Doob, J. L Doob (1990)
ISBN 0471523690
Subject Stochastic processes
Publisher Wiley-Interscience
Publication Date 1/25/1990
Format Paperback (229 x 152 mm)
Language eng
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 detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes 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.
Personal Details
Collection Status In Collection
Index 1827
Read It Yes
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Product Details
LoC Classification QA273 .D755
Dewey 519
Cover Price $157.50
No. of Pages 664