The Theory of Stochastic Processes I by Iosif I Gikhman
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, Bulletin of the American Mathematical Society, 1980-
Introduction to Calculus and Analysis I
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Finite Geometries
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Elliptic Partial Differential Equations of Second Order
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Function Theory in the Unit Ball of Cn
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The Analysis of Linear Partial Differential Operators III
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Combinatorial Group Theory
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Algebraic Geometry I
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Complex Manifolds and Deformation of Complex Structures
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Geometric Measure Theory
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Multiple Integrals in the Calculus of Variations
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Number Theory
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Stability Theory of Dynamical Systems
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Lectures on Celestial Mechanics
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The Analysis of Linear Partial Differential Operators I
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Algebraic Surfaces
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Diffusion Processes and their Sample Paths
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Transformation Groups in Differential Geometry
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Topological Methods in Algebraic Geometry
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C*-Algebras and W*-Algebras
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The Theory of Stochastic Processes II
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Combinatorial Theory
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Theory of Stein Spaces
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Homology
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The Theory of Stochastic Processes III
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An Introduction to the Geometry of Numbers
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Introduction to Calculus and Analysis II/2
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Introduction to Quadratic Forms
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Entropy, Large Deviations, and Statistical Mechanics
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Hamiltonian Methods in the Theory of Solitons
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Einstein Manifolds
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Classical Potential Theory and Its Probabilistic Counterpart
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K-Theory
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Algebraic Topology - Homotopy and Homology
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Problems and Theorems in Analysis I
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Probability in Banach Spaces
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The Analysis of Linear Partial Differential Operators IV
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Lectures on Algebraic Topology
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Problems and Theorems in Analysis II
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Interacting Particle Systems
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The Analysis of Linear Partial Differential Operators II
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Practical Quantum Mechanics
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Perturbation Theory for Linear Operators
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Introduction to Calculus and Analysis II/1
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Functional Analysis
Biography of I.I. Gikhman
Iosif Ilyich Gikhman was born on the 26th of May 1918 in the city of Uman, Ukraine. He studied in Kiev, graduating in 1939, then remained there to teach and do research under the supervision of N. Bogolyubov, defending a "candidate" thesis on the influence of random processes on dynamical systems in 1942 and a doctoral dissertation on Markov processes and mathematical statistics in 1955.
I.I. Gikhman is one of the founders of the theory of stochastic differential equations and also contributed significantly to mathematical statistics, limit theorems, multidimensional martingales, and stochastic control. He died in 1985, in Donetsk.
Biography of A.V. Skorokhod
Anatoli Vladimirovich Skorokhod was born on September 10th, 1930 in the city Nikopol, Ukraine. He graduated from Kiev University in 1953, after which his graduate studies at Moscow University, were directed by E.B. Dynkin.
From 1956 to 1964 Anatoli Skorokhod was a professor of Kiev university. Threafter he worked at the Institute of Mathematics of the Ukrainian Academy of Science, but he has also, since 1993, been professor of Statistics and Probability at Michigan State University.
Skorokhod was elected to the Ukrainian Academy of Sciences in 1985 and became a Fellow of American Academy of Arts and Sciences in 2000.
His mathematical research interests are the theory of stochastic processes, stochastic differential equations, Markov processes, randomly perturbed dynamical systems.
| SKU | Unavailable |
| ISBN 13 | 9783540202844 |
| ISBN 10 | 3540202846 |
| Title | The Theory of Stochastic Processes I |
| Author | Iosif I Gikhman |
| Series | Classics In Mathematics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer |
| Year published | 2004-03-22 |
| Number of pages | 574 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |