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Stochastic Processes by J.L. Doob
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Stochastic Processes

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Description

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.

Author Biography:

Joseph Leo "Joe" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.
Release date NZ
March 21st, 1990
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Pages
664
Dimensions
153x234x40
ISBN-13
9780471523697
Product ID
2469069

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