Ebook: The Theory of Stochastic Processes II
Author: I.I. Gikhman A.V. Skorokhod
- Series: Classics in Mathematics, 2
- Year: 2004
- Publisher: Springer
- Edition: Reprint of the 1st ed.
- Language: English
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From the Reviews: "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." --K.L. Chung, American Scientist, 1977
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