Gihman, I. I.; Skorohod, A. V. The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. (English) Zbl 0404.60061 Grundlehren der mathematischen Wissenschaften. 232. Berlin-Heidelberg-New York: Springer-Verlag. 387 p. DM 96.00; $ 52.80 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 ReviewsCited in 157 Documents MSC: 60Hxx Stochastic analysis 34F05 Ordinary differential equations and systems with randomness 60G42 Martingales with discrete parameter 60G44 Martingales with continuous parameter 60G48 Generalizations of martingales 60F99 Limit theorems in probability theory 60J60 Diffusion processes Keywords:Martingales; Local Martingales; Stochastic Integrals; Stochastic Differential Equations; Diffusion Processes; Limit Theorems Citations:Zbl 0348.60042; Zbl 0291.60019; Zbl 0305.60027 PDF BibTeX XML OpenURL