The Theory of Stochastic Processes III

• Κύριοι συγγραφείς: Gikhman, Iosif Ilyich (Συγγραφέας), Skorokhod, Anatoli Vladimirovich (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2007.
• Σειρά: Classics in Mathematics,
• Θέματα: 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...

Πίνακας περιεχομένων:

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