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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, Bulletin
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No detailed description available for "Lectures on the Theory of Stochastic Processes".
Theory and Applications of Stochastic Processes
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Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry,
Introduction to the Theory of Random Processes
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Authors: Iosif Il?ich Gikhman
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Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Mar
The Theory of Stochastic Processes
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This book should be of interest to undergraduate and postgraduate students of probability theory.