The Theory of Stochastic Processes III

• Main Authors: Gikhman, Iosif Ilyich (Author), Skorokhod, Anatoli Vladimirovich (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
• Series: Classics in Mathematics,
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

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...

Table of Contents:

• Martingales and Stochastic Integrals
• Stochastic Differential Equations
• Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ?m.