Overview
The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems.
This book title, Studies in the Theory of Random Processes, ISBN: 9780486642406, by A. V. Skorokhod, published by Dover Publications (October 18, 2017) is available in paperback. Our minimum order quantity is 25 copies. All standard bulk book orders ship FREE in the continental USA and delivered in 4-10 business days.
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