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This book explores the fundamental concepts and theories related to stochastic processes, providing a comprehensive framework for understanding randomness in various contexts. It is designed for students and professionals in mathematics, statistics, and related fields, aiming to enhance their grasp of probabilistic models and their applications. The lectures cover key topics, methodologies, and examples, making complex ideas accessible and engaging for readers seeking to deepen their knowledge in stochastic analysis.
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Lectures on the Theory of Stochastic Processes, Anatolij V. Skorochod
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- 1996
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