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The Theory of Stochastic Processes II : Classics in Mathematics - Iosif I. Gikhman

The Theory of Stochastic Processes II

Classics in Mathematics

Paperback

Published: 22nd March 2004
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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

Introduction
Basic Definitions and Properties of Markov Processes
Homogeneous Markov Processes
Jump Processes
Processes with Independent Increments
Branching Processes
Historical and Bibliographical Remarks
Bibliography
Subject Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9783540202851
ISBN-10: 3540202854
Series: Classics in Mathematics : Book 2
Audience: General
Format: Paperback
Language: English
Number Of Pages: 441
Published: 22nd March 2004
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 2.54
Weight (kg): 0.8