The Theory of Stochastic Processes II [Paperback]

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 new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. --K.L. Chung, American Scientist, 1977

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

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 CompaclS-