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The theory of stochastic processes / I. I. Gihman, A. V. Skorohod.

By: Contributor(s): Material type: TextTextSeries: Classics in mathematicsPublication details: Berlin : Springer-Verlag, 1974.Description: v. <2> ; 21 cmISBN:
  • 3540202854
Subject(s): DDC classification:
  • 519.2   22
Contents:
Introduction Basic Definitions and Properties of Markov Processes Homogeneous Markov Processes Jump Processes Processes with Independent Increments Branching Processes Historical and Bibliographical Remarks Bibliography Subject Index Table of Contents provided by Publisher. All Rights Reserved.
Summary: Click on the Google Preview image above to read some pages of this book! 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
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Books Books Main library General Stacks 519.2 / GI.T 1974 (Browse shelf(Opens below)) 1 Available 005508

Includes bibliographies and indexes.

Introduction Basic Definitions and Properties of Markov Processes Homogeneous Markov Processes Jump Processes Processes with Independent Increments Branching Processes Historical and Bibliographical Remarks Bibliography Subject Index Table of Contents provided by Publisher. All Rights Reserved.

Click on the Google Preview image above to read some pages of this book! 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

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