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From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best…
"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical exam…
"Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical exam…
This exposition of research on the martingale and analytic inequalities associated with Hardy spaces and functions of bounded mean oscillation (BMO) introduces the subject by concentrating on the connection between the probabilistic and analytic approaches. Short surveys of clas…
