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,

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Mar

The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.