Econometrica Vol. 35 No. 2 1967
Stochastic Processes: Basic Theory and its Applications
Abstract
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.
- DOI
- 10.2307/1909118
- Volume
- 35
- Issue
- 2
- Pages
- 363
- Sources
- openalex crossref