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, Bulletin of the American Mathematical Society, 1980

The Theory of Stochastic Processes I (Classics in Mathematics)

Science & Math

Gikhman, Iosif I.

Skorokhod, Anatoli V.

Mathematics

Springer

This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does 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 authors' display mastery of their material, and demonstrate their confident insight into its underlying structure. The set when completed will be an invaluable source of information and reference in this ever-expanding field.

The Theory of Stochastic Processes III (Classics in Mathematics)

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Books by Gikhman, Iosif I.

See the best price to sell, buy, or rent books by Gikhman, Iosif I.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

The Theory of Stochastic Processes I (Classics in Mathematics)

The Theory of Stochastic Processes III (Classics in Mathematics)