Stochastic Processes: General Theory (Mathematics and Its Applications, 342)

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Stochastic Processes: General Theory (Mathematics and Its Applications, 342)

Written by M.M. Rao
4.85 12,937 ratings
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About this ebook:
Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

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Published October 31, 1995
ISBN 4698841
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M.M. Rao
About the Author
M.M. Rao

M.M. Rao writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. M.M. Rao lives with their spouse and a very vocal rescue cat.

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Nicholas Mitchell
Nicholas Mitchell April 02, 2024
I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Rebecca Martinez
Rebecca Martinez March 25, 2024
It was adequate. The prose was competent, yet the characters lacked the depth I usually seek. Perfectly average.
Kenneth Wilson
Kenneth Wilson October 20, 2025
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
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Margaret Rivera December 01, 2025
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Michelle Wright
Michelle Wright October 15, 2025
Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Kenneth Torres
Kenneth Torres May 16, 2024
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Paul Perez
Paul Perez December 12, 2025
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
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Mark Jackson April 23, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Sharon Adams August 22, 2024
A very strong entry. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
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Patricia Hill February 10, 2024
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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Barbara Perez June 16, 2025
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Barbara Perez
Barbara Perez March 31, 2025
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
David Anderson
David Anderson March 10, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
Cynthia Walker
Cynthia Walker June 20, 2024
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Stephanie Robinson July 06, 2024
Excellent, though slightly flawed. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
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Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Donald Baker
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Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Gary Anderson
Gary Anderson April 18, 2025
An acceptable diversion. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perhaps more aligned with a different audience's tastes.
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Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
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Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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An acceptable diversion. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. A fair 3 stars.
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Karen Lopez March 07, 2024
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
John Lopez
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Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Robert Torres
Robert Torres August 24, 2025
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Sandra Phillips
Sandra Phillips December 12, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Michelle Taylor
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A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Ryan Collins
Ryan Collins January 14, 2025
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Richard Martin
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I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
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A very strong entry. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
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Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
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It was adequate. Certain acts were fascinating, while others felt like a slight endeavor to complete. Unlikely to reread, but a reasonable expenditure of time.
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I thoroughly enjoyed the elegance of it. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
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I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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It was adequate. The prose was competent, yet the characters lacked the depth I usually seek. Perhaps more aligned with a different audience's tastes.
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A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Deborah Torres
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A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
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Absolutely brilliant. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
Andrew Sanchez
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Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
David Nelson
David Nelson June 30, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
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Kimberly Carter February 15, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
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Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
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Charles Flores February 25, 2025
A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Laura Green
Laura Green February 28, 2025
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. A true literary gem.
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Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A solid 4 stars from me.
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Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel.
Brian Turner
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A profoundly satisfying read. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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Lisa Rivera November 20, 2025
I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Jennifer Parker January 12, 2024
A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
Sandra Nelson
Sandra Nelson September 20, 2024
Not entirely to my refined tastes. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Unlikely to reread, but a reasonable expenditure of time.
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Not entirely to my refined tastes. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perfectly average.
Donald Hernandez
Donald Hernandez October 09, 2024
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Donald Green
Donald Green April 28, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Sandra Nelson
Sandra Nelson November 30, 2024
It was adequate. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perfectly average.
Sandra Phillips
Sandra Phillips September 15, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Jacob Hall
Jacob Hall August 25, 2025
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Nancy Torres
Nancy Torres April 18, 2024
It was adequate. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Suitable if your reading queue is empty.
Gary Campbell
Gary Campbell March 11, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Kimberly Reyes
Kimberly Reyes April 15, 2024
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Joseph Rivera
Joseph Rivera February 16, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Donna Young
Donna Young March 15, 2024
It was adequate. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perfectly average.
Joshua Hill
Joshua Hill February 25, 2025
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
Jacob Torres
Jacob Torres April 18, 2024
It was adequate. The prose was competent, yet the characters lacked the depth I usually seek. Perhaps more aligned with a different audience's tastes.
Karen Williams
Karen Williams June 21, 2024
Such a rich narrative. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Laura Mitchell
Laura Mitchell January 31, 2025
Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
Kimberly Harris
Kimberly Harris October 10, 2025
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Mary Adams
Mary Adams March 01, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
Donna Wright
Donna Wright June 20, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Eric Thompson
Eric Thompson November 06, 2024
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
George Wright
George Wright March 01, 2025
An acceptable diversion. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. A fair 3 stars.
Jennifer  Parker
Jennifer Parker September 19, 2024
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Andrew Hernandez
Andrew Hernandez March 31, 2025
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Robert Jones
Robert Jones December 13, 2025
I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
David Torres
David Torres September 22, 2025
A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Daniel Nguyen
Daniel Nguyen August 12, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Joseph Rivera
Joseph Rivera December 24, 2024
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Margaret Harris
Margaret Harris April 09, 2024
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
Michael Walker
Michael Walker October 30, 2025
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Matthew Garcia
Matthew Garcia January 06, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Eric Lewis
Eric Lewis April 13, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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