| 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.
|
|
MATHEMATICS -- Applied.
|
|
MATHEMATICS -- Probability & Statistics -- General.
|
|
Stochastic processes
|
|
Stochastische Differentialgleichung
|
| Form |
Electronic book
|
| Author |
Skorokhod, A. V. (Anatoliĭ Vladimirovich), 1930-2011.
|
| ISBN |
9783540499411 |
|
3540499415 |
|
