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Author Gikhman, I. I. (Iosif Ilʹich), 1918-

Title The theory of stochastic processes III / Iosif I. Gihman, Anatoli V. Skorokhod ; [translator, Samuel Kotz]
Published Berlin : Springer, 2007
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Description 1 online resource (387 pages)
Series Classics in mathematics, 1431-0821
Classics in mathematics. 1431-0821
Grundlehren der mathematischen Wissenschaften ; 232
Contents Martingales and Stochastic Integrals -- Stochastic Differential Equations -- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes?m
Summary From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 " ..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..." J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977
Bibliography Includes bibliographical references (pages 377-379) and index
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
Print version record
Subject Stochastic processes.
Form Electronic book
Author Skorokhod, A. V. (Anatoliĭ Vladimirovich), 1930-2011.
ISBN 3540499415 (electronic bk.)
9783540499411 (electronic bk.)
Other Titles Teorii͡a sluchaĭnykh prot͡sessov, vol. 3. English