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＜電子ブック＞
The Theory of Stochastic Processes III / by I. I. Gihman, A. V. Skorohod
(Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics. ISSN:21969701 ; 232)

版	1st ed. 1979.
出版者	(New York, NY : Springer New York : Imprint: Springer)
出版年	1979
本文言語	英語
大きさ	VIII, 388 p : online resource
著者標目	*Gihman, I. I author Skorohod, A. V author SpringerLink (Online service)
件　名	LCSH:Probabilities FREE:Probability Theory
一般注記	I. Martingales and Stochastic Integrals -- § 1. Martingales and Their Generalizations -- § 2. Stochastic Integrals -- § 3. Itô’s Formula -- II. Stochastic Differential Equations -- § 1. General Problems of the Theory of Stochastic Differential Equations -- § 2. Stochastic Differential Equations without an After-Effect -- § 3. Limit Theorems for Sequences of Random Variables and Stochastic Differential Equations -- III. Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in Rm -- § 1. Itô Processes -- § 2. Stochastic Differential Equations for Processes of Diffusion Type -- § 3. Diffusion Processes in Rm -- § 4. Continuous Homogeneous Markov Processes in Rm -- Remarks -- Appendix: Corrections to Volumes I and II HTTP:URL=https://doi.org/10.1007/978-1-4615-8065-2

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