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Stochastic Processes: General Theory (Mathematics and Its Applications, 342)

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Stochastic Processes: General Theory (Mathematics and Its Applications, 342)

4.85 34,874 ratings · 4,734 reviews
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Overview: Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

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Published October 31, 1995
ISBN 4698841
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M.M. Rao
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M.M. Rao is the author of several novels. Originally from the East Coast, they now live in the Midwest with family. In addition to writing, M.M. Rao enjoys gardening, cooking, and reading way past bedtime. Their work often explores the complexities of everyday life and human relationships.

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Susan Thomas
Susan Thomas September 18, 2024
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
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Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
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Rebecca Hall January 05, 2024
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Jennifer Perez
Jennifer Perez September 24, 2025
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
John Turner
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Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
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An acceptable diversion. Certain acts were fascinating, while others felt like a slight endeavor to complete. Suitable if your reading queue is empty.
Daniel Campbell
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A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Michelle Miller
Michelle Miller November 11, 2024
Not entirely to my refined tastes. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perhaps more aligned with a different audience's tastes.
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Donald Collins June 18, 2025
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Nicholas Adams
Nicholas Adams August 20, 2025
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Joshua Robinson
Joshua Robinson June 06, 2024
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Linda Rivera
Linda Rivera August 18, 2024
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Betty Williams
Betty Williams April 24, 2025
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Matthew Reyes
Matthew Reyes February 02, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Eric Reyes
Eric Reyes January 15, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Mark Phillips
Mark Phillips July 08, 2024
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
Robert Roberts
Robert Roberts January 02, 2025
Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Daniel Taylor
Daniel Taylor March 01, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Brian Roberts
Brian Roberts September 01, 2024
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Amanda Hernandez
Amanda Hernandez February 26, 2025
I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Joshua Wright
Joshua Wright December 13, 2025
I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Sarah Nelson
Sarah Nelson January 28, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Carol Roberts
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A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
David Clark
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I find myself somewhat conflicted. Certain acts were fascinating, while others felt like a slight endeavor to complete. Suitable if your reading queue is empty.
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Eric Reyes October 17, 2024
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Barbara Roberts
Barbara Roberts May 08, 2025
Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
James Edwards
James Edwards December 13, 2025
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Margaret Walker
Margaret Walker August 27, 2024
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
David Hill
David Hill June 03, 2025
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
Betty Williams
Betty Williams June 22, 2024
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Michelle Phillips
Michelle Phillips May 08, 2024
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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