Introduction

  • Daniel Revuz
  • Marc Yor
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 293)

Abstract

A stochastic process is a phenomenon which evolves in time in a random way. Nature, everyday life, science offer us a huge variety of such phenomena or at least of phenomena which can be thought of as a function both of time and of a random factor. Such are for instance the price of certain commodities, the size of some populations, or the number of particles registered by a Geiger counter.

Keywords

Filtration Manifold Covariance Gall Dinate 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • Daniel Revuz
    • 1
  • Marc Yor
    • 2
  1. 1.Départment de MathématiquesUniversité Paris VIIParis Cedex 05France
  2. 2.Laboratoire de ProbabilitésUniversité Pierre et Marie CurieParis Cedex 05France

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