The Theory of Stochastic Processes III by Gikhman, Iosif I.; Skorokhod, Anatoli V.; Kotz, S.;

Hosszú leírás:

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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 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

This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does 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 authors' display mastery of their material, and demonstrate their confident insight into its underlying structure. The set when completed will be an invaluable source of information and reference in this ever-expanding field.

Tartalomjegyzék:

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