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Mathematics - Probability Theory and Stochastic Processes | The Theory of Stochastic Processes III

The Theory of Stochastic Processes III

Gikhman, Iosif I., Skorokhod, Anatoli V.

Translated by Kotz, S.

Originally published as Vol. 232 in the series: Grundlehren der mathematischen Wissenschaften

Reprint of the 1st ed. Berlin Heidelberg New York 1979

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  • Presents the theory of stochastic processes in its present state of rich imperfection
  • Some parts read like a textbook, but others are more technical and contain relatively new results
  • The exposition is robust and explicit

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

Content Level » Research

Keywords » Excel - Markov process - Martingale - Stochastic processes - stochastic process

Related subjects » Probability Theory and Stochastic Processes

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