The Theory of Stochastic Processes I by Anatoli V. Skorokhod, Iosif I. Gikhman

Classics in Mathematics

The Theory of Stochastic Processes I

Anatoli V. Skorokhod, Iosif I. Gikhman with S. Kotz (Translator)

574 pages paperback

2 editions

nonfiction mathematics medium-paced
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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...

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