LEADER 03086nam 22005415 450 001 9910148859003321 005 20250718160337.0 010 $a3-540-49941-5 024 7 $a10.1007/978-3-540-49941-1 035 $a(CKB)3710000000414666 035 $a(EBL)4178581 035 $a(SSID)ssj0001501765 035 $a(PQKBManifestationID)11896744 035 $a(PQKBTitleCode)TC0001501765 035 $a(PQKBWorkID)11447485 035 $a(PQKB)11551960 035 $a(DE-He213)978-3-540-49941-1 035 $a(MiAaPQ)EBC4178581 035 $a(PPN)186030460 035 $a(EXLCZ)993710000000414666 100 $a20100715d2007 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe Theory of Stochastic Processes III /$fby Iosif I. Gikhman, Anatoli V. Skorokhod 205 $a1st ed. 2007. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2007. 215 $a1 online resource (395 p.) 225 1 $aClassics in Mathematics,$x2512-5257 300 $aReprint of the 1974 edition. 300 $aOriginally published as Vol. 218 of the Grundlehren der mathematischen Wissenschaften. 311 08$a3-540-49940-7 327 $aMartingales and Stochastic Integrals -- Stochastic Differential Equations -- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ?m. 330 $aFrom the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 "..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..." J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977. 410 0$aClassics in Mathematics,$x2512-5257 606 $aProbabilities 606 $aProbability Theory 615 0$aProbabilities. 615 14$aProbability Theory. 676 $a519.23 700 $aGikhman$b Iosif I$4aut$4http://id.loc.gov/vocabulary/relators/aut$01232291 702 $aSkorokhod$b Anatoli V$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910148859003321 996 $aThe Theory of Stochastic Processes III$92861175 997 $aUNINA