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

No detailed description available for "Lectures on the Theory of Stochastic Processes".

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry,

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such a

Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books