Stochastic Processes

J. L. Doob

ISBN 10: 0471523690 / ISBN 13: 9780471523697

Published by John Wiley and Sons Inc, US, 1990

About this Item

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.

Seller Inventory # LU-9780471523697

Bibliographic Details

• Title: Stochastic Processes
• Publisher: John Wiley and Sons Inc, US
• Publication Date: 1990
• Language: English
• ISBN 10: 0471523690
• ISBN 13: 9780471523697
• Binding: Paperback
• Condition: New
• Weight: 983 grams

About this title

Synopsis

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.

About the Author

Joseph Leo "Joe" Doob was an American mathematician, specializing in analysis and probability theory. The theory of martingales was developed by Doob.