• DocumentCode
    919310
  • Title

    Recent progress in stochastic processes--A survey

  • Author

    Wong, Eugene

  • Volume
    19
  • Issue
    3
  • fYear
    1973
  • fDate
    5/1/1973 12:00:00 AM
  • Firstpage
    262
  • Lastpage
    275
  • Abstract
    This paper surveys some of the literature on applications of stochastic processes published during the period 1968-1972. This survey highlights recent developments in the application of martingale theory. Because this subject is relatively new to the engineering community, a tutorial exposition of some aspects of the martingale calculus is also included.
  • Keywords
    Bibliographies; Stochastic processes; Calculus; Embryo; Information theory; Military computing; Multidimensional signal processing; Multidimensional systems; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1973.1054991
  • Filename
    1054991