Description 
1 online resource (282 pages) 
Contents 
Part I. Probability. Basic Notions, Structure, Methods: Introduction; The Probability Space; Independence; General Theory of Stochastic Processes and Random Functions; Limit Theorems  Part II. Markov Processes and Probability Applications in Analysis: Markov Processes; Probabilistic Representations of Solutions of Partial Differential Equations; Wiener Process and the Solution of Equations Involving the Laplace Operator  Part III. Practical Probability Applications: Statistical Methods; Controlled Stochastic Processes; Information; Filtering 
Summary 
"The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn the basic concepts of probability and its applications, preparing them for more advanced and specialized works."Jacket 
Bibliography 
Includes bibliographical references and indexes 
Notes 
English 

Print version record 
Subject 
Probabilities.


Markov processes.

Form 
Electronic book

Author 
Prokhorov, I͡U. V. (I͡Uriĭ Vasilʹevich)

ISBN 
3540263128 

3540546863 

3642081215 

9783540263128 

9783540546863 

9783642081217 
