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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.Bibliographie : Bibliogr. p. [377]-379. Index.Sujet MSC : 60Hxx, Probability theory and stochastic processes, Stochastic analysis
34F05, Ordinary differential equations -- Equations and systems with randomness, Equations and systems with randomness
60G42, Probability theory and stochastic processes -- Stochastic processes, Martingales with discrete parameter
60G44, Probability theory and stochastic processes -- Stochastic processes, Martingales with continuous parameter
60G48, Probability theory and stochastic processes -- Stochastic processes, Generalizations of martingales
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Bibliogr. p. [377]-379. Index

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