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Theory of Stochastic Processes
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A. V. Bulinski, A. N. Shiryaev
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I · Stochastic Processes. Distributions of Stochastic Processes
II · Processes with Independent Increments. Poisson and Gaussian Processes
III · Brownian Motion. Properties of Sample Paths
IV · Martingales. Discrete and Continuous Time
V · Weak Convergence of Measures. The Invariance Principle
VI · Markov Processes. Discrete and Continuous Time
VII · Stationary Processes. Discrete and Continuous Time
VIII · The Itô Integral. Stochastic Differential Equations
Chapter I
Stochastic Processes. Distributions of Stochastic Processes
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Chapter II
Processes with Independent Increments. Poisson and Gaussian Processes
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Chapter III
Brownian Motion. Properties of Sample Paths
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Chapter IV
Martingales. Discrete and Continuous Time
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37
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Chapter V
Weak Convergence of Measures. The Invariance Principle
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Chapter VI
Markov Processes. Discrete and Continuous Time
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40
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Chapter VII
Stationary Processes. Discrete and Continuous Time
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Chapter VIII
The Itô Integral. Stochastic Differential Equations
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