This work contains a collection of lectures on stochastic
processes. The material is arranged in such a way to fit a lecture
time of one-and-a-half hours, in order to make the book convenient
for lecturers and students. The book can be used in the preparation
of courses in stochastic processes for which an understanding of
basic notions of mathematical analysis, theory of complex
functions, theory of differential equations and probability theory
is required. The subjects in the book have different levels of
abstraction.
General
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