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
One SCI\'ice mathematics bas rendered the 'Et moi, .... si j'avait su comment en revcnir. je n'y serais point aile: human race. It bas put common sc:nsc back wh
It isn't that they can't see Approach your problems from the solution. the right end and begin with It is that they can't see the the answers. Then one day, per
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
From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness
