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The Theory of Stochastic Pr...
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
Monografía
monografia Rebiun17910007 https://catalogo.rebiun.org/rebiun/record/Rebiun17910007 cr nn 008mamaa 100715s2007 gw | s |||| 0|eng d 9783540499411 CBUC 991041059689706706 CBUC 991002331969706708 UPVA 996981656403706 UAM 991007839373504211 CUNEF 991000445111708131 CBUC 991005191739306711 CBUC 991001145150506718 CBUC 991003700636606714 CBUC 991004007249206713 CBUC 991000918811306712 CBUC 991010869830606709 UNAV 519.2 23 Gikhman, Iosif Ilyich The Theory of Stochastic Processes III Recurso electrónico] by Iosif Ilyich Gikhman, Anatoli Vladimirovich Skorokhod Berlin, Heidelberg Springer Berlin Heidelberg 2007 Berlin, Heidelberg Berlin, Heidelberg Springer Berlin Heidelberg IX, 387 p. IX, 387 p. Classics in Mathematics Springer eBooks Martingales and Stochastic Integrals -- Stochastic Differential Equations -- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ?m 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 Forma de acceso: World Wide Web Skorokhod, Anatoli Vladimirovich SpringerLink