Stochastic Processes: General Theory

by M.M. Rao

Preface. I. Introduction and foundations. II. Conditioning and martingales. III. Stochastic function theory. IV. Refinements in martingale analysis. V. Martingale decompositions and integration. VI. Stochastic integrals and differential systems. VII. Stochastic analysis on differential structures. Bibliography. Notation index. Author index. Subject index.

640 pages, Paperback

First published October 31, 1995

About the author

Full name: Malempati M. Rao