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The Theory of Stochastic Processes I

  • Iosif Il’ich Gihman
  • Anatoliĭ Vladimirovich Skorokhod

Part of the Classics in Mathematics book series (CLASSICS)

Table of contents

  1. Front Matter
    Pages I-VIII
  2. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 1-49
  3. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 50-145
  4. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 146-194
  5. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 195-307
  6. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 308-361
  7. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 362-439
  8. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 440-524
  9. Iosif Il’ich Gihman, Anatoliĭ Vladimirovich Skorokhod
    Pages 525-557
  10. Back Matter
    Pages 558-574

About this book

Introduction

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

Keywords

60-02 60Jxx 60Kxx YellowSale2006 stochastic processes Gaussian measure Gaussian process Markov chain Markov process Martingal Martingale probability probability theory random function Random variable Random Walk

Authors and affiliations

  • Iosif Il’ich Gihman
    • 1
  • Anatoliĭ Vladimirovich Skorokhod
    • 2
  1. 1.Institute of Applied Mathematics and MechanicsAcademy of Sciences of the Ukrainian SSRDonetskUSSR
  2. 2.Institute of MathematicsAcademy of Sciences of the Ukrainian SSRKievUSSR

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-61943-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 2004
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-20284-4
  • Online ISBN 978-3-642-61943-4
  • Series Print ISSN 1431-0821
  • Buy this book on publisher's site