Probabilities and Potential
Claude Dellacherie
This is a classic, read and cited by many. In describing monographs on stochastic processes, Jacod and Shiryaev (1987) call it ``the very complete book", and Ethier and Kurtz (1986) - ``most recent presentation". Actually, it is even difficult to find a serious book on the subject that does not cite the volumes of Dellacherie and Meyer. Despite its age, this monograph is still almost a must for anybody who works in stochastic processes. It is too bad it is out of print.
Категории:
Година:
1979
Издателство:
Elsevier Science Ltd
Език:
english
Страници:
192
ISBN 10:
0080871402
ISBN 13:
9780720407013
Серия:
Mathematics Studies
Файл:
PDF, 8.10 MB
IPFS:
,
english, 1979