Advanced Stochastic Processes.
Advanced Stochastic Processes.
Advanced Stochastic Processes.
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8 D. GAMARNIK, 15.991<br />
concepts. However when we discuss stochastic processes in spaces like {0, 1} ∞ or C[0, ∞) these<br />
concepts are indispensable.<br />
1.7. Reading assignments<br />
• Notes distributed in the class.<br />
• Durrett [1]<br />
• Grimmett and Stirzaker [2], Chapter 1.