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Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory o

Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory o

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f

This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of appli