Probabilities and Potential, Volume 1 (Mathematics Studies)

Probabilities and Potential, Volume 1 (Mathematics Studies)
North-Holland Publishing Co | 202 pages | 1979 | ISBN: 072040701X | File type: PDF | 8 mb
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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