Overview

Authors:

Iosif Il’ich Gihman
1. Institute of Applied Mathematics and Mechanics, Academy of Sciences of the Ukranian SSR, Donetsk, USSR
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Anatolii Vladimirovich Skorohod
1. Institute of Mathematics, Academy of Sciences of the Ukranian SSR, Kiev, USSR
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Front Matter

Pages i-vii

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Martingales and Stochastic Integrals
- Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
Pages 1-112
Stochastic Differential Equations
- Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
Pages 113-219
Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in ℛ^m
- Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
Pages 220-373
Back Matter

Pages 374-388

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Institute of Applied Mathematics and Mechanics, Academy of Sciences of the Ukranian SSR, Donetsk, USSR

Iosif Il’ich Gihman
Institute of Mathematics, Academy of Sciences of the Ukranian SSR, Kiev, USSR

Anatolii Vladimirovich Skorohod

Book Title: The Theory of Stochastic Processes III
Authors: Iosif Il’ich Gihman, Anatolii Vladimirovich Skorohod
Series Title: Grundlehren der mathematischen Wissenschaften
DOI: https://doi.org/10.1007/978-1-4615-8065-2
Publisher: Springer New York, NY
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag New York Inc. 1979
eBook ISBN: 978-1-4615-8065-2Published: 06 December 2012
Series ISSN: 0072-7830
Series E-ISSN: 2196-9701
Edition Number: 1
Number of Pages: VIII, 388
Additional Information: Title of the original Russian edition: Teorija slucajnych processov
Topics: Probability Theory and Stochastic Processes