Grundlehren der Mathematischen Wissenschaften

1 primary work

The Theory of Stochastic Processes II

by I. I. Gikhman and A. V. Skorokhod

Published 1 May 1983

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