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The theory of stochastic processes

Author: I I Gikhman; A V Skorokhod
Publisher: Berlin ; New York : Springer, ©2004-©2007.
Series: Classics in mathematics.
Edition/Format:   Print book : English : Corr. print. of the 1st edView all editions and formats
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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  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: I I Gikhman; A V Skorokhod
ISBN: 3540202846 9783540202844 3540202854 9783540202851 9783540499404 3540499407 0387065733 9780387065731 0387072470 9780387072470
OCLC Number: 79459695
Notes: "Reprint of the 1974 edition."
Description: 3 volumes ; 24 cm.
Contents: I. Basic Definitions and Properties of Markov Processes.- 1. Wide-Sense Markov Processes.- 2. Markov Random Functions.- 3. Markov Processes.- 4. Strong Markov Process.- 5. Multiplicative Functional.- 6. Properties of Sample Functions of Markov Processes.- II. Homogeneous Markov Processes.- 1. Basic Definitions.- 2. The Resolvent and the Generating Operator of a Weakly Measurable Markov Process.- 3. Stochastically Continuous Processes.- 4. Feller Processes in Locally Compact Spaces.- 5. Strong Markov Processes in Locally Compact Spaces.- 6. Multiplicative Additive Functionals, Excessive Functions.- III. Jump Processes.- 1. General Definitions and Properties of Jump Processes.- 2. Homogeneous Markov Processes with a Countable Set of States.- 3. Semi-Markov Processes.- 4. Markov Processes with a Discrete Component.- IV. Processes with Independent Increments.- 1. Definitions. General Properties.- 2. Homogeneous Processes with Independent Movements. One-Dimensional Case.- 3. Properties of Sample Functions of Homogeneous Processes with Independent Increments in ?1.- 4. Finite-Dimensional Homogeneous Processes with Independent Increments.- V. Branching Processes.- 1. Branching Processes with Finite Number of Particles.- 2. Branching Processes with a Continuum of States.- 3. General Markov Processes with Branching.- Historical and Bibliographical Remarks.
Series Title: Classics in mathematics.
Other Titles: Teorii︠a︡ sluchaĭnykh prot︠s︡essov.
Responsibility: Iosif I. Gikhman, Anatoli V. Skorokhod.
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