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Stochastic Processes: Basic Theory and its Applications
58
Citations
0
References
1967
Year
EngineeringNatural SciencesStochastic ProcessesMarkov ProcessesStochastic CalculusStochastic SystemStochastic Dynamical SystemLevy ProcessProbability TheoryBrownian MotionStochastic Processes StationaryStochastic PhenomenonAffine ProcessesStochastic Volatility
A Review of Probability Distributions and Their Properties Definition and Characteristics of a Stochastic Process Some Important Classes of Stochastic Processes Stationary Processes The Brownian Motion and the Poisson Process, Levy Processes Renewal Processes and Random Walks Martingales in Discrete Time Branching Processes Regenerative Phenomena Markov Chains Tauberian Theorems.