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Diffusions, Markov Processes, and Martingales
The main themes of this book are stochastic integrals, stochastic differential equations, excursion theory and 'the general theory of processes'. »
The main themes of this book are stochastic integrals, stochastic differential equations, excursion theory and 'the general theory of processes'. »
Probability With Martingales
This account of probability theory takes as its main theme Doob's theory of martingales in discrete time. The book has evolved through several years of class... »
This account of probability theory takes as its main theme Doob's theory of martingales in discrete time. The book has evolved through several years of class... »
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