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The Theory of Stochastic Processes

The Theory of Stochastic Processes - Classics in Mathematics

Reprint of the 1st ed. Berlin Heidelberg New York 1974

Paperback (22 Mar 2004)

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Publisher's 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 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

Book information

ISBN: 9783540202844
Publisher: Springer Berlin Heidelberg
Imprint: Springer
Pub date:
Edition: Reprint of the 1st ed. Berlin Heidelberg New York 1974
DEWEY: 519.23
DEWEY edition: 22
Language: English
Number of pages: 574
Weight: 840g
Height: 234mm
Width: 156mm
Spine width: 30mm