The Theory of Stochastic Processes III

by Iosif I. Gikhman and Anatoli V. Skorokhod

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...

• Format: Paperback
• Language: English
• ISBN: 3540499407
• ISBN13: 9783540499404
• Release Date: March 2007
• Publisher: Springer
• Length: 387 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 6.1" x 9.1"