The Theory of Stochastic Processes

"This is an important book which will also, I believe, be very successful..it is a carefully written and illuminating account of stochastic processes, writtenat a level which will make it useful to a large class of readers, certain as a consequence to be widely read, and thus a work of considerable importance." -The Australian Journal of Statistics "Here is a clear and readable exposition of everything in stochastic process theory that the non-specialist is likely to want to know." -Control "This book continues an authoritative line of published work in this field which concerns so much current work..The material is presented in a style which, together with the production and price, commands only one conclusion - buy it and use it." -ASLIB Book List