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Essentials of stochastic processes
This book is an English translation of Kiyosi Ito's monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic proces...
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| Lenguaje: | eng |
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American Mathematical Society
2006
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| Acceso en línea: | http://cds.cern.ch/record/2713828 |