The Theory of Stochastic Processes III
β Iosif Ilβich Gihman, Anatolii Vladimirovich Skorohod (auth.)
π Library
π
1979
π Springer New York
π English
β¦ LIBER β¦
π
The Theory of Stochastic Processes III
β Scribed by Iosif Ilyich Gikhman, Anatoli Vladimirovich Skorokhod (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 2007
- Tongue
- English
- Leaves
- 395
- Series
- Classics in Mathematics
- Edition
- 1
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
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
β¦ Table of Contents
Front Matter....Pages I-XI
Martingales and Stochastic Integrals....Pages 1-112
Stochastic Differential Equations....Pages 113-219
Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes βm....Pages 220-373
Back Matter....Pages 374-387
β¦ Subjects
Probability Theory and Stochastic Processes
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<p><P><EM>From the Reviews:</EM></P><P>"Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."<BR><EM>D.W. Stroock in Bulletin of the American Mathematical Society, 1980</EM></P><P>"To call this work encyclopedic would not give an accurate