The Theory of Stochastic Processes I

von Iosif I. Gikhman, Anatoli V. Skorokhod

574 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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

• Reihe: Classics in Mathematics
• ISBN: 9783540202844
• Sprache: Englisch
• Erscheinungsdatum: 22.03.2004
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Berlin
• Übersetzung: S. Kotz