Studies in the Theory of Random Processes

Studies in the Theory of Random Processes

This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form.

The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary… (more)

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Book Details  


Publisher: Dover Publications (July 28, 2014)

Collection: Dover Books on Mathematics

Parent ISBN: 9780486642406

Page count: 208 pages

Language: English


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