The Theory of Stochastic Processes III

  • Iosif Il’ich Gihman
  • Anatolii Vladimirovich Skorohod

Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 232)

Table of contents

  1. Front Matter
    Pages i-vii
  2. Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
    Pages 1-112
  3. Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
    Pages 113-219
  4. Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
    Pages 220-373
  5. Back Matter
    Pages 374-388

About this book

Keywords

Diffusionsprozess (Statistik) Markov process Markowscher Prozess Martingal Martingale Stochastic processes Stochastische Differentialgleichung Stochastisches Integral equation statistics stochastic process theorem

Authors and affiliations

  • Iosif Il’ich Gihman
    • 1
  • Anatolii Vladimirovich Skorohod
    • 2
  1. 1.Institute of Applied Mathematics and MechanicsAcademy of Sciences of the Ukranian SSRDonetskUSSR
  2. 2.Institute of MathematicsAcademy of Sciences of the Ukranian SSRKievUSSR

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4615-8065-2
  • Copyright Information Springer-Verlag New York 1979
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4615-8067-6
  • Online ISBN 978-1-4615-8065-2
  • Series Print ISSN 0072-7830
  • About this book