The theory of stochastic processes. II: Translated from the Russian by S. Kotz (Q1883332)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The theory of stochastic processes. II: Translated from the Russian by S. Kotz |
scientific article |
Statements
The theory of stochastic processes. II: Translated from the Russian by S. Kotz (English)
0 references
11 October 2004
0 references
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.
0 references
sample path properties
0 references
Feller processes
0 references
semigroup theory
0 references
