Stochastic processes. (English) Zbl 0053.26802

New York: Wiley. 654 p. (1953).


60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G42 Martingales with discrete parameter
60G44 Martingales with continuous parameter
60J25 Continuous-time Markov processes on general state spaces
60G05 Foundations of stochastic processes
60G12 General second-order stochastic processes
60G25 Prediction theory (aspects of stochastic processes)