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The Theory of Stochastic Processes III - Gikhman, Iosif I, and Skorokhod, Anatoli V, and Kotz, S (Translated by)
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This work presents the theory of stochastic processes in its present state of rich imperfection. It is more than an encyclopedic work. Some parts read like a textbook, but others are more technical and contain relatively new results.

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The Theory of Stochastic Processes III 2007, Springer, Berlin, Heidelberg

ISBN-13: 9783540499404

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