Introduction à la théorie des processus aléatoires. (Introduction to the theory of random processes). Transl. from the Russian by Djilali Embarek. (French) Zbl 0573.60003

Gikhman, I.; Skorokhod, A.

Moscow: Mir Publishers. 557 p. (1980).

See the review of the second Russian edition from 1977, Zbl 0429.60002.

MSC:

60-02	Research exposition (monographs, survey articles) pertaining to probability theory
60Gxx	Stochastic processes
60Jxx	Markov processes
60Hxx	Stochastic analysis

Citations:

Zbl 0132.379; Zbl 0429.60002