Stochastic Processes (Wiley Classics Library)

出版者:Wiley-Interscience

作者:J. L. Doob

页数:664

出版时间:1990-01-25

价格:USD 166.00

装帧:Paperback

isbn号码:9780471523697

丛书系列:Wiley Classics Library

图书标签:数学Mathematics概率论7~Probability

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 subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix.