Stochastic processes and the Wiener integral. (English) Zbl 0277.60018

Yeh, J.

Pure and Applied Mathematics 13. New York: Marcel Dekker Inc. VIII, 551 p. $ 24.75 (1973).

MSC:

60G05	Foundations of stochastic processes
60-02	Research exposition (monographs, survey articles) pertaining to probability theory
60J65	Brownian motion
60G15	Gaussian processes
60J99	Markov processes
60-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory