Now available in paperback for the first time; essential reading for all students of probability theory.
This graduate level textbook deals with Brownian motion, the theory of stochastic processes, and the theory of Markov processes. Topics include Gaussian processes, continuous-parameter supermartingales, probability measure on Lusin spaces, Feller-Dynkin processes, additive functionals, and Ray processes. The second edition extends the coverage of Brownian motion and stochastic processes. Annotation c. Book News, Inc., Portland, OR (booknews.com)