Abstract
This chapter is devoted to further topics in the theory of stochastic processes and their applications. We start with a weaker definition of a stochastic process that is sufficient in the study of stationary processes. We said before that a stochastic process is a function u of both a variable ω in a probability space and a continuous parameter t, making u a random variable for each t and a function of t for each ω. We made statements about the kind of function of t that was obtained for each ω. The definition here is less specific about what happens for each ω.
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6.7. Bibliography
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Chorin, A.J., Hald, O.H. (2013). Stationary Stochastic Processes. In: Stochastic Tools in Mathematics and Science. Texts in Applied Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6980-3_6
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DOI: https://doi.org/10.1007/978-1-4614-6980-3_6
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