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Table of contents (3 chapters)
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Front Matter
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Back Matter
Keywords
- Diffusionsprozess (Statistik)
- Markov process
- Markowscher Prozess
- Martingal
- Martingale
- Stochastic processes
- Stochastische Differentialgleichung
- Stochastisches Integral
- equation
- statistics
- stochastic process
- theorem
Authors and Affiliations
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Institute of Applied Mathematics and Mechanics, Academy of Sciences of the Ukranian SSR, Donetsk, USSR
Iosif Il’ich Gihman
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Institute of Mathematics, Academy of Sciences of the Ukranian SSR, Kiev, USSR
Anatolii Vladimirovich Skorohod
Bibliographic Information
Book Title: The Theory of Stochastic Processes III
Authors: Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
Series Title: Grundlehren der mathematischen Wissenschaften
DOI: https://doi.org/10.1007/978-1-4615-8065-2
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag New York Inc. 1979
eBook ISBN: 978-1-4615-8065-2Published: 06 December 2012
Series ISSN: 0072-7830
Series E-ISSN: 2196-9701
Edition Number: 1
Number of Pages: VIII, 388
Additional Information: Title of the original Russian edition: Teorija slucajnych processov
Topics: Probability Theory