The theory of stochastic processes. II: Translated from the Russian by S. Kotz (Q1883332): Difference between revisions
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Latest revision as of 06:02, 5 March 2024
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| English | The theory of stochastic processes. II: Translated from the Russian by S. Kotz |
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The theory of stochastic processes. II: Translated from the Russian by S. Kotz (English)
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11 October 2004
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This book is a reprint of the classical monograph on stochastic processes, which was reviewed in Zbl 0531.60002. This second volume is devoted to Markov processes. Besides the classical theory, there are treated jump processes, semi-Markov processes, branching processes and processes with independent increments.
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sample path properties
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Feller processes
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semigroup theory
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