An introduction to stochastic processes and their applications
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Publication:1189583
zbMath0759.60033MaRDI QIDQ1189583
Publication date: 23 January 1993
Published in: Springer Series in Statistics (Search for Journal in Brave)
continuitystochastic processesGaussian processesseparabilitysemigroup theorystochastic differential equations and diffusion processes
General second-order stochastic processes (60G12) Continuous-time Markov processes on general state spaces (60J25) General theory of stochastic processes (60G07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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