ENGLISH

Probabilities and Potential

By Claude Dellacherie

Book information

Publisher
Elsevier Science Ltd
Year
1979
ISBN
9780080871400, 9780720407013, 072040701X
LCC
QA273 .D3713
Language
english
Format
PDF
Filesize
8 MB (8490030 bytes)
Series
Mathematics Studies
Pages
192\192
Library
ebook3000.com
Scanned
no
Time added
2010-10-03 22:52:24

Description

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.

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