**Lectures on Stochastic Processes**

by K. Ito

**Publisher**: Tata Institute of Fundamental Research 1960**Number of pages**: 207

**Description**:

In this course of lectures the author discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics covered: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; Linear Diffusion.

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