Stochastic Processes

• Main Author: Borodin, Andrei N. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2017.
• Series: Probability and Its Applications,
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book...