- ホーム
- > 洋書
- > 英文書
- > Science / Mathematics
基本説明
Martingales and Stochastic Integrals.- Stochastic Differential Equations.- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in Rm.- and more. Originally published as Vol. 232 in the series: Grundlehren der mathematischen Wissenschaften.
Full Description
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
Contents
Martingales and Stochastic Integrals.- Stochastic Differential Equations.- Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes ?m.