The Theory of Stochastic Processes III [Paperback]

This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does 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 authors' display mastery of their material, and demonstrate their confident insight into its underlying structure. The set when completed will be an invaluable source of information and reference in this ever-expanding field.

This work presents the theory of stochastic processes in its present state of rich imperfection. It is more than an encyclopedic work. Some parts read like a textbook, but others are more technical and contain relatively new results.

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