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Stochastic Processes - Doob, J L
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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 ...

Stochastic Processes 1990, Wiley-Interscience, New York, NY

ISBN-13: 9780471523697

Revised edition

Trade paperback

Stochastic Processes 1953, John Wiley & Sons

ISBN-13: 9780471218135