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An introduction to stochastic processes. (English) Zbl 0418.60002
North Holland Series in Probability and Applied Mathematics. New York, Oxford: North Holland. XIII, 296 p. $ 24.50 (1979).

MSC:
60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Gxx Stochastic processes
60Jxx Markov processes
60H05 Stochastic integrals