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The theory of stochastic processes, III / I. I. Gihman, A. V. Skorohod ; translated from Russian by S. Kotz

Auteur principal : Gihman, Iosif Ilitch, 1918-1985, AuteurCo-auteur : Skorokhod, Anatoli Volodymirovich, 1930-2011, AuteurAuteur secondaire : Kotz, Samuel, 1930-2010, TraducteurType de document : MonographieCollection : Grundlehren der mathematischen wissenschaften, 232Langue : anglais.Pays : Etats Unis.Éditeur : New York : Springer-Verlag, 1979Description : 1 vol. (387 p.) ; 24 cmISBN : 9783540903758.ISSN : 0072-7830.Bibliographie : Bibliogr. p. [377]-379. Index.Sujet MSC : 60Hxx, Probability theory and stochastic processes - Stochastic analysis
34F05, Ordinary differential equations and systems with randomness
60G42, Probability theory and stochastic processes, Martingales with discrete parameter
60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60G48, Probability theory and stochastic processes, Generalizations of martingales
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Bibliogr. p. [377]-379. Index

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