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Description

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.

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Product Details

  • Jan 16, 1991 Pub Date:
  • 9780471523697 ISBN-13:
  • 0471523690 ISBN-10:
  • 664.0 pages Paperback
  • English Language