The Theory of Stochastic Processes II

Reprint of the 1974 Edition

Iosif I. Gikhman, Anatoli V. Skorokhod - Collection Classics in Mathematics (CIM)

441 pages, parution le 01/04/2004

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Résumé

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

Written for:
Researchers and graduate students in stochastic processes

Sommaire

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

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Iosif I. Gikhman, Anatoli V. Skorokhod
Collection	Classics in Mathematics (CIM)
Parution	01/04/2004
Nb. de pages	441
Format	15,5 x 23,5
Couverture	Broché
Poids	700g
Intérieur	Noir et Blanc
EAN13	9783540202851