Doob, Joseph L. Stochastic processes. (English) Zbl 0053.26802 New York: Wiley. 654 p. (1953). Reviewer: A. Rényi Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 12 ReviewsCited in 1410 Documents MSC: 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) Keywords:prediction; stochastic processes; martingales; strict and second order stationary processes; weakly stationary PDF BibTeX XML