, "Uber die analytische Methoden in der Wahrscheinlichkeitsrechnung," Math Ann. , "Zur Theorie der stochastischen Prozesse," Math Ann. , "Stochastic processes depending on a continuous parameter, " TAMS 42 (1937)) still appeared impregnable to all but the most erudite.
Offers a comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes... Læs mere