Stochastic Processes
by Joseph L. Doob, J.L. Doob, and J. L. Doob
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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.
source: https://www.wiley.com/en-nl/Stochastic+Processes-p-9780471523697
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Probabilities, Stochastic processesShowing 10 featured editions. View all 10 editions?
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01
Stochastic Processes
1990, Wiley-Interscience
Paperback
in English
- Wiley Classics Library Edition
0471523690 9780471523697
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Veroiatnostnye protsessy
1956, Izdatel'stvo inostrannoi literatury : Redaktsiia literatury po matematicheskim naukam
Hardcover
in Russian
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Book Details
First Sentence
"Although advanced mathematical methods are used in this book, the results will always be stated in probability language, and it is hoped that the book will be accessible to readers thoroughly familiar with the manipulation of random variables conditional probability distributions and conditional expectations."
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- Created April 29, 2008
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| December 11, 2022 | Edited by MARC Bot | import existing book |
| August 18, 2022 | Edited by MARC Bot | normalize LCCNs |
| October 4, 2021 | Edited by ImportBot | import existing book |
| July 29, 2019 | Edited by Lisa | Added new cover |
| April 29, 2008 | Created by an anonymous user | Imported from amazon.com record |