Gikhman, Iosif I.; Skorokhod, Anatoli V. The theory of stochastic processes. III. Reprint of the 1st ed. (1979). (English) Zbl 1107.60012 Classics in Mathematics. Berlin: Springer (ISBN 978-3-540-49940-4/pbk). vii, 387 p. (2007). MSC: 60Gxx 60J60 60-02 PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{A. V. Skorokhod}, The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Berlin: Springer (2007; Zbl 1107.60012)
Gikhman, Iosif I.; Skorokhod, Anatoli V. The theory of stochastic processes. II: Translated from the Russian by S. Kotz. Reprint of the first edition 1973. (English) Zbl 1068.60005 Berlin: Springer (ISBN 3-540-20285-4/pbk). vii, 441 p. (2004). Reviewer: Markus Riedle (Berlin) MSC: 60-02 60Gxx 60Jxx PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{A. V. Skorokhod}, The theory of stochastic processes. II: Translated from the Russian by S. Kotz. Reprint of the first edition 1973. Berlin: Springer (2004; Zbl 1068.60005)
Gikhman, Iosif I.; Skorokhod, Anatoli V. The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Corrected printing of the first edition. (English) Zbl 1068.60004 Classics in Mathematics. Berlin: Springer (ISBN 3-540-20284-6/pbk). viii, 574 p. (2004). Reviewer: Markus Riedle (Berlin) MSC: 60-02 60Gxx 60Jxx PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{A. V. Skorokhod}, The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Corrected printing of the first edition. Berlin: Springer (2004; Zbl 1068.60004)
Sheynin, Oscar B. (ed.) [von Bortkiewicz, L.; Khinchin, A. Ya.; Chuprov, A. A.; Markov, A. A.; Bernstein, S. N.; Kolmogorov, A. N.; Gikhman, I. I.; Gnedenko, B. V.; Linnik, Yu. V.; Pearson, K.] From Bortkiewicz to Kolmogorov. Yet more Russian papers on probability and statistics. Selected and translated by Oscar Sheynin. Mikrofiche edition. (English) Zbl 0941.01033 Deutsche Hochschulschriften (DHS). 2656. Egelsbach: Hänsel-Hohenhausen. 241 p. (3 Mikrofiches) (1999). Reviewer: O.Cheinine (Berlin) MSC: 01A75 00B50 60-03 62-03 00B60 PDFBibTeX XMLCite \textit{O. B. Sheynin} (ed.), From Bortkiewicz to Kolmogorov. Yet more Russian papers on probability and statistics. Selected and translated by Oscar Sheynin. Mikrofiche edition. Egelsbach: Hänsel-Hohenhausen (1999; Zbl 0941.01033)
Gikhman, I. I.; Klychkova, I. E. Stochastic differential equations on imbedded manifolds. (English. Russian original) Zbl 0941.60076 Ukr. Math. J. 47, No. 2, 206-211 (1995); translation from Ukr. Mat. Zh. 47, No. 2, 174-179 (1995). Reviewer: Valerie Samoilenko (Kyïv) MSC: 60H10 34F05 60G60 PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{I. E. Klychkova}, Ukr. Mat. Zh. 47, No. 2, 174--179 (1995; Zbl 0941.60076); translation from Ukr. Mat. Zh. 47, No. 2, 174--179 (1995) Full Text: DOI
Gikhman, I. I. On some properties of diffusion processes. (Russian) Zbl 1026.60076 Theory Stoch. Process. 1(17), No. 1, 26-34 (1995). Reviewer: Yu.S.Mishura (Kyïv) MSC: 60H10 58J65 60J60 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Theory Stoch. Process. 1(17), No. 1, 26--34 (1995; Zbl 1026.60076)
Gikhman, I. I. A quantum particle under the action of “white noise” type forces. (English. Russian original) Zbl 0806.60049 Ukr. Math. J. 45, No. 7, 1004-1011 (1993); translation from Ukr. Mat. Zh. 45, No. 7, 907-914 (1993). MSC: 60H25 60G20 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Ukr. Math. J. 45, No. 7, 1004--1011 (1993; Zbl 0806.60049); translation from Ukr. Mat. Zh. 45, No. 7, 907--914 (1993) Full Text: DOI
Gikhman, Il. I. Probabilistic representation of quantum evolution. (English. Russian original) Zbl 0786.60120 Ukr. Math. J. 44, No. 10, 1203-1208 (1992); translation from Ukr. Mat. Zh. 44, No. 10, 1314-1319 (1992). MSC: 60K40 35R60 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Ukr. Mat. Zh. 44, No. 10, 1314--1319 (1992; Zbl 0786.60120); translation from Ukr. Mat. Zh. 44, No. 10, 1314--1319 (1992) Full Text: DOI
Gikhman, Il. I.; Mestechkina, T. M. The Cauchy problem for a parabolic equation with coefficients of “white noise” type. (English. Russian original) Zbl 0723.60076 J. Sov. Math. 53, No. 4, 363-371 (1991). MSC: 60H15 PDFBibTeX XMLCite \textit{Il. I. Gikhman} and \textit{T. M. Mestechkina}, J. Sov. Math. 53, No. 4, 363--371 (1991; Zbl 0723.60076) Full Text: DOI
Gikhman, Il. I. Quasilinear evolutionary stochastic systems with averaging. (English. Russian original) Zbl 0715.60078 Theory Probab. Appl. 34, No. 3, 416-429 (1989); translation from Teor. Veroyatn. Primen. 34, No. 3, 465-478 (1989). MSC: 60H20 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Theory Probab. Appl. 34, No. 3, 416--429 (1989; Zbl 0715.60078); translation from Teor. Veroyatn. Primen. 34, No. 3, 465--478 (1989) Full Text: DOI
Gikhman, Il. I. The Cauchy problem for second order nonlinear parabolic stochastic systems. (Russian) Zbl 0714.60049 Statistics and control of stochastic processes, Collect. Artic., Moskva, 31-36 (1989). Reviewer: O.Hadẑić MSC: 60H15 PDFBibTeX XML
Gikhman, Il. I. Quasilinear evolutional stochastic systems with an averaging. (Russian) Zbl 0682.60048 Teor. Veroyatn. Primen. 34, No. 3, 465-478 (1989). Reviewer: A.Tylikowski MSC: 60H20 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Teor. Veroyatn. Primen. 34, No. 3, 465--478 (1989; Zbl 0682.60048)
Gikhman, I. I. Solutions to stochastic differential equations without second moments. (English) Zbl 0739.60047 Statistics and control of stochastic processes. Vol. 2, Pap. Steklov Semin., Moscow/USSR 1985-86, Transl. Ser. Math. Eng., 121-139 (1989). Reviewer: Wu Chengxun (Shanghai) MSC: 60H10 PDFBibTeX XMLCite \textit{I. I. Gikhman}, in: Control of a diffusion process in a region with fixed reflection on the boundary. . 121--139 (1989; Zbl 0739.60047)
Gikhman, I. I.; Skorokhod, A. V.; Yadrenko, M. I. Theory of probability and mathematical statistics. Textbook. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie). 2nd ed., rev. and compl. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie.) (Russian) Zbl 0673.60001 Kiev.: Vyshcha Shkola. 440 p. R. 1.20 (1988). Reviewer: S.T.Rachev MSC: 60-01 62-01 PDFBibTeX XMLCite \textit{I. I. Gikhman} et al., Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie (Russian). 2nd ed., rev. and compl. Kiev: Vyshcha Shkola (1988; Zbl 0673.60001)
Gikhman, Il. I.; Mestechkina, T. M. The Cauchy problem for a parabolic equation with coefficients of “white noise” type. (Russian) Zbl 0672.60068 Teor. Sluch. Protsess. 15, 19-28 (1987). Reviewer: Evgenij Ivanovich Trofimov MSC: 60H15 PDFBibTeX XMLCite \textit{Il. I. Gikhman} and \textit{T. M. Mestechkina}, Teor. Sluch. Protsess. 15, 19--28 (1987; Zbl 0672.60068)
Gikhman, I. I. On a formula for differentiating a stochastic integral with respect to a parameter. (English) Zbl 0647.60061 Transl., Ser. 2, Am. Math. Soc. 137, 77-85 (1987). MSC: 60H05 60G44 60G48 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Transl., Ser. 2, Am. Math. Soc. 137, 77--85 (1987; Zbl 0647.60061) Full Text: DOI
Gikhman, J. I. On the representation of functionals of a Wiener sheet by stochastic integrals. (English) Zbl 0598.60059 Stochastic optimization, Proc. Int. Conf., Kiev/USSR 1984, Lect. Notes Control Inf. Sci. 81, 37-49 (1986). Reviewer: D.Nualart MSC: 60H05 60J65 PDFBibTeX XML
Gikhman, I. I. A model of a diffusion field of two arguments. (Russian) Zbl 0623.60077 Teor. Sluchajnykh Protsessov 13, 13-20 (1985). Reviewer: Yu.S.Mishura MSC: 60H15 60G60 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Teor. Sluch. Protsess. 13, 13--20 (1985; Zbl 0623.60077)
Gikhman, I. I. On the representation of functionals on a Wiener field. (English. Russian original) Zbl 0599.60074 Russ. Math. Surv. 40, No. 4, 181-182 (1985); translation from Usp. Mat. Nauk 40, No. 4(244), 153-154 (1985). Reviewer: Wilfrid S.Kendall MSC: 60J65 60G48 60G60 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Russ. Math. Surv. 40, No. 4, 181--182 (1985; Zbl 0599.60074); translation from Usp. Mat. Nauk 40, No. 4(244), 153--154 (1985) Full Text: DOI
Gikhman, I. I. On the structure of two-parameter diffusion fields. (English) Zbl 0567.60054 Statistics and control of stochastic processes, Proc. Steklov Semin., Moscow 1984, Transl. Ser. Math. Eng., 122-146 (1985). Reviewer: M.Ledoux MSC: 60G60 60H05 60J60 PDFBibTeX XML
Gikhman, I. I. Symmetric stochastic integral on the plane. (Russian. English summary) Zbl 0564.60054 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1985, No. 6, 3-7 (1985). MSC: 60H05 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1985, No. 6, 3--7 (1985; Zbl 0564.60054)
Gikhman, Il. I. On weak solutions of a class of stochastic equations with the condition of coercivity of coefficients. (Russian) Zbl 0622.60059 Teor. Sluchajnykh Protsessov 12, 17-21 (1984). Reviewer: P.Kotelenez MSC: 60H10 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Teor. Sluch. Protsess. 12, 17--21 (1984; Zbl 0622.60059)
Gikhman, I. I. Two-parameter fields of diffusion type. (English. Russian original) Zbl 0588.60042 Sov. Math., Dokl. 30, 309-312 (1984); translation from Dokl. Akad. Nauk SSSR 278, 20-23 (1984). Reviewer: E.Boylan MSC: 60G60 60J60 60H05 60H15 60J25 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Sov. Math., Dokl. 30, 309--312 (1984; Zbl 0588.60042); translation from Dokl. Akad. Nauk SSSR 278, 20--23 (1984)
Gikhman, I. I. On a variant of two parameter diffusion. (Russian. English summary) Zbl 0538.60062 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1984, No. 1, 10-13 (1984). Reviewer: A.Korzeniowski MSC: 60H15 60G60 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1984, No. 1, 10--13 (1984; Zbl 0538.60062)
Gikhman, Il. I.; Mestechkina, T. M. Cauchy problem for first order stochastic partial differential equations. (Russian) Zbl 0539.60054 Teor. Sluch. Protsess. 11, 25-28 (1983). Reviewer: P. Kotelenez MSC: 60H15 PDFBibTeX XMLCite \textit{Il. I. Gikhman} and \textit{T. M. Mestechkina}, Teor. Sluch. Protsess. 11, 25--28 (1983; Zbl 0539.60054)
Gihman, I. I.; Skorohod, A. V. The theory of stochastic processes II. Transl. from the Russian by S. Kotz. Repr. of the 1st ed. 1975. (English) Zbl 0531.60002 Grundlehren der Mathematischen Wissenschaften, Bd. 218. Berlin etc.: Springer-Verlag. VII, 441 p. DM 148.00; $ 63.80 (1983). Reviewer: H.Daduna MSC: 60-02 60Gxx 60Jxx 60K15 PDFBibTeX XML
Gikhman, I. I. Transformation formula for continuous bimartingales. (Russian) Zbl 0521.60067 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1983, No. 4, 5-8 (1983). MSC: 60H05 60G60 60G44 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1983, No. 4, 5--8 (1983; Zbl 0521.60067)
Gikhman, I. I.; Skorokhod, A. V. Stochastic differential equations and their applications. (Stokhasticheskie differentsial’nye uravneniya i ikh prilozheniya). (Russian) Zbl 0557.60041 Akademiya Nauk Ukrainskoj SSR. Ordena Trudovogo Krasnogo Znameni Institut Matematiki. Kiev: ”Naukova Dumka”. 612 p. R. 5.70 (1982). Reviewer: P.Kotelenez MSC: 60H10 60-02 60J25 60G42 60G07 60G44 PDFBibTeX XML
Gikhman, I. I. Two-parameter martingales. (English) Zbl 0518.60063 Russ. Math. Surv. 37, No. 6, 1-29 (1982). MSC: 60G44 60H05 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Russ. Math. Surv. 37, No. 6, 1--29 (1982; Zbl 0518.60063) Full Text: DOI
Gikhman, I. I. On a formula for the differentiation of a stochastic integral with respect to a parameter. (Russian) Zbl 0515.60060 Teor. Sluch. Protsess. 10, 6-13 (1982). MSC: 60H05 60G48 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Teor. Sluch. Protsess. 10, 6--13 (1982; Zbl 0515.60060)
Gikhman, Il. I. On weak solutions of stochastic differential equations with strong nonlinearity. (Russian) Zbl 0513.60056 Teor. Sluch. Protsess. 10, 13-18 (1982). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Teor. Sluch. Protsess. 10, 13--18 (1982; Zbl 0513.60056)
Gikhman, I. I. Two-parameter martingales. (Russian) Zbl 0509.60043 Usp. Mat. Nauk 37, No. 6(228), 3-28 (1982). MSC: 60G44 60H05 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Usp. Mat. Nauk 37, No. 6(228), 3--28 (1982; Zbl 0509.60043)
Gikhman, I. I. On the theory of bimartingales. (Russian) Zbl 0497.60039 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1982, No. 6, 9-12 (1982). MSC: 60G44 60H05 60G60 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1982, No. 6, 9--12 (1982; Zbl 0497.60039)
Bazalij, B. V.; Gikhman, I. I.; Skrypnik, I. V. Ivan Il’ich Danilyuk (on his fiftieth birthday). (Russian) Zbl 0482.01019 Ukr. Mat. Zh. 34, 196-197 (1982). MSC: 01A70 PDFBibTeX XMLCite \textit{B. V. Bazalij} et al., Ukr. Mat. Zh. 34, 196--197 (1982; Zbl 0482.01019)
Gikhman, I. I. Stochastic partial differential equations. (Russian) Zbl 0494.60055 Qualitative investigation methods of nonlinear differential equations and nonlinear vibrations, Collect. sci. Works, Kiev 1981, 25-59 (1981). MSC: 60H15 PDFBibTeX XML
Gikhman, Il. I. On strongly nonlinear stochastic differential equations. (Russian) Zbl 0474.60045 Teor. Sluchajnykh Protsessov 9, 27-32 (1981). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Teor. Sluch. Protsess. 9, 27--32 (1981; Zbl 0474.60045)
Gikhman, Il. I. A mixed problem for a stochastic equation of hyperbolic type. (English) Zbl 0459.60053 Theory Probab. Math. Stat. 22, 49-55 (1981). MSC: 60H15 35R60 35M99 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Theory Probab. Math. Stat. 22, 49--55 (1981; Zbl 0459.60053)
Gikhman, Il. I. A mixed problem for a stochastic differential equation of parabolic type. (English) Zbl 0449.60045 Ukr. Math. J. 32, 243-250 (1981). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Ukr. Math. J. 32, 243--250 (1981; Zbl 0449.60045) Full Text: DOI
Gikhman, I.; Skorokhod, A. 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 Moscow: Mir Publishers. 557 p. (1980). MSC: 60-02 60Gxx 60Jxx 60Hxx PDFBibTeX XML
Gihman, I. I.; Skorohod, A. V. The theory of stochastic processes I. Transl. from the Russian by S. Kotz. Corr. printing of the 1st ed. (English) Zbl 0531.60001 Grundlehren der mathematischen Wissenschaften, 210. Berlin, Heidelberg, New York: Springer-Verlag. VIII, 574 p. DM 148.00; $ 87.40 (1980). Reviewer: H.Daduna MSC: 60-02 60Gxx 60Jxx PDFBibTeX XML
Gikhman, I. I. On a nonlinear stochastic boundary value problem for an equation of hyperbolic type. (Russian) Zbl 0463.60053 Boundary value problems for differential equations, Collect. sci. Works, Kiev 1980, 53-60 (1980). MSC: 60H15 35R60 35L20 PDFBibTeX XML
Gikhman, Il. I. Über ein gemischtes Problem für eine stochastische Differentialgleichung parabolischen Typs. (Russian) Zbl 0439.60058 Ukr. Mat. Zh. 32, 367-372 (1980). MSC: 60H15 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Ukr. Mat. Zh. 32, 367--372 (1980; Zbl 0439.60058) Full Text: DOI
Gikhman, Il. I. The solution of the initial boundary value problem for a stochastic equation of hyperbolic type by means of the Fourier method. (Russian) Zbl 0439.60057 Teor. Sluch. Protsess. 8, 31-35 (1980). MSC: 60H15 60G20 PDFBibTeX XMLCite \textit{Il. I. Gikhman}, Teor. Sluch. Protsess. 8, 31--35 (1980; Zbl 0439.60057)
Gikhman, I. I. On the first initial-boundary value problem for a stochastic hyperbolic equation. (Russian) Zbl 0439.60056 Teor. Sluch. Protsess. 8, 26-31 (1980). MSC: 60H15 60G20 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Teor. Sluch. Protsess. 8, 26--31 (1980; Zbl 0439.60056)
Gikhman, I. I. Boundary-value problem for a stochastic equation of parabolic type. (English) Zbl 0433.35071 Ukr. Math. J. 31, 383-387 (1980). MSC: 35R60 35K20 60H15 46F99 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Ukr. Math. J. 31, 383--387 (1980; Zbl 0433.35071) Full Text: DOI
Gikhman, Il. I. Mixed problem for stochastic hyperbolic equation. (Russian) Zbl 0425.60051 Teor. Veroyatn. Mat. Stat. 22, 45-51 (1980). MSC: 60H15 35R60 35L99 PDFBibTeX XML
Gikhman, I. I. On a generalization of the inverse Kolmogorov equation. (Russian) Zbl 0501.60062 Behavior of systems in random media, Work Collect., Kiev 1979, 11-17 (1979). MSC: 60G60 60H20 PDFBibTeX XML
Gikhman, I. I. (ed.) Behavior of systems in random media. Work collection. (Povedenie sistem v sluchajnykh sredakh. Sbornik rabot). (Russian) Zbl 0486.00010 Akademiya Nauk Ukrainskoj SSR. Nauchnyj Sovet po Probleme ”Kibernetika”. Ordena Lenina Institut Kibernetiki. Kiev: Institut Kibernetiki. 95 p. R. 0.28 (1979). MSC: 00Bxx 60-06 PDFBibTeX XML
Borodin, A. I.; Bugaĭ, A. S. Gikhman, I. I. (ed.) Biographical dictionary of workers in the field of mathematics. Ed. by I. I. Gikhman. (Биографический словарь деятелей в области математики.) (Russian) Zbl 0447.01008 Kiev: “Radyans’ka Shkola”. 608 p. (1979). Reviewer: Horst Giebel (Berlin) MSC: 01-02 01A70 00A20 PDFBibTeX XML
Gikhman, I. I. Ein Randwertproblem für eine stochastische Gleichung parabolischen Typs. (Russian) Zbl 0417.35079 Ukr. Mat. Zh. 31, 483-489 (1979). MSC: 35R60 35K20 60H15 46F99 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Ukr. Mat. Zh. 31, 483--489 (1979; Zbl 0417.35079) Full Text: DOI
Gikhman, I. I.; Skorokhod, A. V. Controlled stochastic processes. Transl. by Samuel Kotz. (English) Zbl 0411.93029 New York - Heidelberg - Berlin: Springer-Verlag. VII, 237 p. DM 64.00; $ 35.20 (1979). MSC: 93Exx 93B99 34H05 60H10 60H99 60J10 60G40 60J60 93-02 PDFBibTeX XML
Gikhman, I. I. On a mixed problem for the second order partial stochastic parabolic equation. (Ukrainian) Zbl 0408.35051 Dopov. Akad. Nauk Ukr. RSR, Ser. A 1979, 403-406 (1979). MSC: 35K25 35A05 35K15 35B45 60H15 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Dopov. Akad. Nauk Ukr. RSR, Ser. A 1979, 403--406 (1979; Zbl 0408.35051)
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). MSC: 60Hxx 34F05 60G42 60G44 60G48 60F99 60J60 PDFBibTeX XML
Gikhman, I. I. Square integrable difference martingales of two parameters. (English) Zbl 0451.60051 Theory Probab. Math. Stat. 15, 21-29 (1978). MSC: 60G44 60H05 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Theory Probab. Math. Stat. 15, 21--29 (1978; Zbl 0451.60051)
Gikhman, I. I. On the existence of weak solutions of a class of hyperbolic systems containing two-parametric white noise. (Russian) Zbl 0429.60064 Teor. Sluch. Protsess. 6, 39-48 (1978). MSC: 60H15 60G60 35L10 35D30 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Teor. Sluch. Protsess. 6, 39--48 (1978; Zbl 0429.60064)
Gatun, A. P.; Gikhman, I. I. Controlled stochastic differential equations without an after-effect. (Russian) Zbl 0447.49020 Teor. Sluch. Protsess. 5, 14-21 (1977). MSC: 49K45 93E20 60H10 PDFBibTeX XMLCite \textit{A. P. Gatun} and \textit{I. I. Gikhman}, Teor. Sluch. Protsess. 5, 14--21 (1977; Zbl 0447.49020)
Gikhman, I. I. On a quasilinear stochastic partial differential equation. (Russian) Zbl 0429.60065 Teor. Sluch. Protsess. 5, 21-27 (1977). MSC: 60H15 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Teor. Sluch. Protsess. 5, 21--27 (1977; Zbl 0429.60065)
Gikhman, I. I.; Skorokhod, A. V. Introduction to the theory of random processes. 2nd ed., revised. (Введение в теорию случайных процессов.) (Russian) Zbl 0429.60002 Moskva: Izdatel’stvo “Nauka”. 567 pp. R. 1.40 (1977). MSC: 60-02 60Gxx 60Jxx 60K05 PDFBibTeX XML
Gikhman, I. I. Asymptotic behavior of the solution of a mixed problem describing random forced oscillations. (English) Zbl 0401.73028 Sov. Appl. Mech. 13, 1090-1095 (1977). MSC: 74B99 74H99 35L20 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Sov. Appl. Mech. 13, 1090--1095 (1977; Zbl 0401.73028) Full Text: DOI
Gikhman, I. I.; Pyasetskaya, T. E. On a class of stochastic partial differential equations containing two- parametric white noise. (Russian) Zbl 0399.60052 Limit Theor. for Random Process., Akad. Nauk Ukr. SSR, Inst. Mat., 71-92 (1977). MSC: 60H15 60H10 PDFBibTeX XML
Gikhman, I. I.; Skorokhod, A. V. Controlled random process. (Upravljaemye slucainye processy.). (Russian) Zbl 0392.93042 Kiev: ”Naukova Dumka”. 250 p. R. 1.63 (1977). MSC: 93E20 93-02 60-02 60H10 60G40 60J99 PDFBibTeX XML
Gikhman, I. I. Das asymptotische Verhalten der Lösungen eines gemischten Problems, die zufällige, erzwungene Schwingungen beschreiben. (Russian) Zbl 0383.73013 Prikl. Mekh. 13, No. 11, 18-24 (1977). MSC: 74B99 74H99 35L20 PDFBibTeX XML
Gikhman, I. I.; Pyasets’ka, T. E. On existence of solutions for a class of partial stochastic equations. (Ukrainian) Zbl 0351.35075 Dopov. Akad. Nauk Ukr. RSR, Ser. A 1977, 387-390 (1977). MSC: 35Q99 35A05 60H15 PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{T. E. Pyasets'ka}, Dopov. Akad. Nauk Ukr. RSR, Ser. A 1977, 387--390 (1977; Zbl 0351.35075)
Gikhman, Il. I. Some decompositions of stochastic integrals. (Russian) Zbl 0414.60061 Behaviour of systems in random media, Work Collect., Kiev 1976, 16-22 (1976). MSC: 60H05 PDFBibTeX XML
Gikhman, I. I. (ed.); Lin’kov, Yu. N. (ed.) Behaviour of systems in random media. Work collection. (Povedenie sistem v sluchajnykh sredakh. Sbornik trudov.). (Russian) Zbl 0406.00028 Akademiya Nauk Ukrainskoj SSR, Nauchnyj Sovet po Problem ”Kibernetika”, Kiev: Ordena Lenina Institut Kibernetiki AN USSR. 60 p. R. 0.17 (1976). MSC: 00Bxx 93-06 PDFBibTeX XML
Gikhman, I. I. The square integrable difference martingales of two parameters. (Russian) Zbl 0399.60040 Teor. Veroyatn. Mat. Stat. 15, 21-30 (1976). MSC: 60G48 PDFBibTeX XML
Gikhman, I. I. Über die Ito-Formel für zweiparametrige stochastische Integrale. (Russian) Zbl 0369.60066 Teor. Sluch. Protsess. 4, 40-48 (1976). MSC: 60H05 PDFBibTeX XML
Gikhman, I. I. A periodic problem for a plate with circular holes and possessing random deviations. (English) Zbl 0399.73055 Sov. Appl. Mech. 11, 66-70 (1975). MSC: 74K20 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Sov. Appl. Mech. 11, 66--70 (1975; Zbl 0399.73055) Full Text: DOI
Gikhman, I. I.; Pyasetskaya, T. E. Two types of stochastic integrals from the martingale measures on the plane. (Ukrainian) Zbl 0359.60073 Dopov. Akad. Nauk Ukr. RSR, Ser. A 1975, 963-966 (1975). MSC: 60H05 PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{T. E. Pyasetskaya}, Dopov. Akad. Nauk Ukr. RSR, Ser. A 1975, 963--966 (1975; Zbl 0359.60073)
Gikhman, I. I.; Skorokhod, A. V. Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). (Russian) Zbl 0348.60042 Teoriya veroyatnostej i matematicheskaya statistika. Moscow: Izdatel’stvo ‘Nauka’. Glavnaya redaktsiya fiziko-matematicheskoj literatury. 496 p. R. 1.74 (1975). MSC: 60G05 60H05 60H10 60J60 60-02 PDFBibTeX XML
Gikhman, I. I. On the representation of continuous random processes by means of processes with independent increments. (Über die Darstellung stetiger Zufallsprozesse mit Hilfe von Prozessen mit unabhängigen Inkrementen.) (Russian) Zbl 0319.60021 Teor. Sluch. Protsess. 3, 22-30 (1975). MSC: 60G05 60J99 PDFBibTeX XML
Gihman, I. I.; Skorohod, A. V. The theory of stochastic processes II. Translated from the Russian by S. Kotz. (English) Zbl 0305.60027 Die Grundlehren der mathematischen Wissenschaften. Band 218. Berlin-Heidelberg-New York: Springer-Verlag. VII, 441 p. cloth DM 112.00; $ 48.20 (1975). MSC: 60Jxx 60J05 60-02 60J25 60J99 60J45 60J55 60J80 60B05 60K15 PDFBibTeX XML
Gikhman, I. I. Periodisches Problem für eine Platte mit Öffnungen, die zufällige Abweichungen von einer Kreisform aufweisen. (Russian) Zbl 0297.73046 Prikl. Mekh. 11, No. 1, 82-87 (1975). MSC: 74K20 PDFBibTeX XML
Gikhman, I. I. (ed.); Lin’kov, Yu. N. (ed.); Danilyuk, I. I. (ed.); Portenko, N. I. (ed.); Skorokhod, A. V. (ed.) Theory of random processes. Vol. 3. (Теория случайных процессов. Вып. 3. Республиканский межведомственный сборник.) (Russian) Zbl 0296.00013 Kiev: ”Naukova Dumka”. 160 p. (1975). MSC: 00B15 60-06 PDFBibTeX XML
Gikhman, I. I. Steuerbare halbmarkovsche Ketten. (Russian) Zbl 0329.60058 Kibernetika, Kiev 1974, No. 1, 107-112 (1974). MSC: 60K15 90C40 93E20 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Kibernetika 1974, No. 1, 107--112 (1974; Zbl 0329.60058)
Gikhman, L. I. Schwingungen eines Stabes bei zufälligen Hochfrequenzeinwirkungen. (Russian) Zbl 0316.70014 Mekh. Tverd. Tela 7, 145-153 (1974). MSC: 70L05 74K10 PDFBibTeX XML
Gikhman, I. I.; Kadyrova, I. I. Some results in investigation of stochastic differential equations. (English) Zbl 0303.60047 Theor. stoch. Processes, No. 1, 58-76 (1974). MSC: 60H05 60H20 PDFBibTeX XML
Gikhman, I. I. (ed.) Theory of stochastic processes. No. 1. Translated from Russian by D. Louvish. (English) Zbl 0294.00005 A Halsted Press Book. New York-Toronto: John Wiley & Sons; Jerusalem-London: Israel Program for Scientific Translations. v, 157 p. £9.40 (1974). MSC: 00B15 60-06 PDFBibTeX XML
Gihman, I. I.; Skorohod, A. V. The theory of stochastic processes. I. Translated from the Russian by S. Kotz. (English) Zbl 0291.60019 Die Grundlehren der mathematischen Wissenschaften. Band 210. Berlin-Heidelberg-New York: Springer-Verlag. VIII, 570 p. DM 129.00; $ 52.70 (1974). MSC: 60Gxx 60-02 60Jxx 60B10 60B05 60F99 PDFBibTeX XML
Gikhman, I. I. Limit theorems for sequences of arrays of random variables. (Grenzwertsätze für Folgen von Serien von Zufallsgrößen.) (Russian) Zbl 0288.60032 Teor. Sluch. Protsess. 2, 37-47 (1974). Reviewer: F. Liese MSC: 60F05 PDFBibTeX XML
Gikhman, I. I. Bestimmung des Spannungszustandes einer Platte mit zwei kreisförmigen Öffnungen, deren Konturen kleine zufällige Deformationen besitzen. (Russian) Zbl 0285.73060 Mekh. Tverd. Tela 6, 149-156 (1974). MSC: 74K20 74R99 PDFBibTeX XML
Gikhman, I. I. (ed.); Lin’kov, Yu. N. (ed.); Danilyuk, I. I. (ed.); Portenko, N. I. (ed.); Skorokhod, A. V. (ed.) Theory of random processes. Vol. 2. (Теория случайных процессов. Вып. 2. Республиканский межведомственный сборник.) (Russian) Zbl 0273.00004 Kiev: ”Naukova Dumka”. 140 p. (1974). MSC: 00B15 60-06 PDFBibTeX XML
Gikhman, I. I.; Skorokhod, A. V. Theorie der Zufallsprozesse. Band 2. (Теория случайных процессов. Том II.) (Russian) Zbl 0298.60024 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika. Moskau: Verlag ‘Nauka’, Hauptredaktion für physikalisch-mathematische Literatur. 640 S. R. 2.28 (1973). MSC: 60Jxx 60-02 60J05 60J25 60J99 60J45 60J55 60J80 60B05 60K15 PDFBibTeX XML
Gikhman, I. I.; Kadyrova, I. I. Some results of the study of stochastic differential equations. (Einige Resultate der Untersuchung stochastischer Differentialgleichungen.) (Russian) Zbl 0282.60033 Teor. Sluch. Protsess. 1, 51-68 (1973). Reviewer: B. Grigelionis MSC: 60H05 60H20 PDFBibTeX XML
Gikhman, I. I. Stability of solutions of stochastic differential equations. (English) Zbl 0268.60056 Sel. Transl. Math. Stat. Probab. 12, 125-154 (1973). MSC: 60H10 34F05 34D20 34E10 93E15 PDFBibTeX XMLCite \textit{I. I. Gikhman}, Sel. Transl. Math. Stat. Probab. 12, 125--154 (1973; Zbl 0268.60056)
Gikhman, I. I. (ed.) Theory of random processes. Vol. 1. (Теория случайных процессов. Вып. 1. Республиканский мезведомственный сборник.) (Russian) Zbl 0255.00012 Kiev: ”Naukova Dumka”. 140 p. (1973). MSC: 00B15 60-06 PDFBibTeX XML
Gihman, I. I.; Skorohod, A. V. Stochastic differential equations. Translated from the Russian by K. Wickwire. (English) Zbl 0242.60003 Ergebnisse der Mathematik und ihrer Grenzgebiete. Band 72. Berlin-Heidelberg-New York: Springer-Verlag. VIII,354 p., cloth DM 88.00; $ 27.90 (1972). MSC: 60H10 60-02 PDFBibTeX XML
Gikhman, I. I.; Skorokhod, A. V. Theorie der Zufallsprozesse. Band 1. (Теория случайных процессов. Том I.) (Russian) Zbl 0298.60023 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika. Moskau: Verlag ‘Nauka’, Hauptredaktion für physikalisch-mathematische Literatur. 664 S. R. 2.29 (1971). MSC: 60Gxx 60-02 60A05 60G05 60G25 60G15 60G50 60G30 60G10 60J10 60H05 60B05 60B10 60F99 PDFBibTeX XML
Gikhman, I. I.; Skorokhod, A. V. Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. (German) Zbl 0287.34063 Mathematische Lehrbücher und Monographien. II. Abteilung: Mathematische Monographien. Band XXV. Berlin: Akademie-Verlag. 338 S. M. 59.00 (1971). MSC: 34F05 60H10 34-02 60-02 PDFBibTeX XML
Gikhman, I. I.; Taratuta, A. S.; Yadrenko, M. I. Einige Modelle von Zufallsfluktuationen. (Russian) Zbl 0262.60025 Vycislit. Prikl. Mat., Mezhvedomst. Nauchn. Sb. 14, 36-47 (1971). MSC: 60K35 60G35 PDFBibTeX XML
Gikhman, I. I. Statistical theory of nonlinear systems with discontinuous trajectories. (Russian) Zbl 0268.60055 Analit. Met. Teor. nelin. Koleb. 1. Trudy 5 mezdunarod. Konf. 1969, 193-205 (1970). MSC: 60H10 60J60 60J99 60G10 PDFBibTeX XML
Gikhman, I. I. The weak compactness of a set of measures which correspond to the solutions of stochastic differential equations. (Russian) Zbl 0234.60074 Mat. Fiz. 7, 49-65 (1970). MSC: 60H10 60G60 PDFBibTeX XML
Abramenko, S. A.; Gikhman, I. I.; Krasnosel’skiĭ, M. A.; Kreĭn, S. G.; Shakhnovskiĭ, S. M.; Èĭdel’man, S. D. Aleksandr Vladimirovich Tovbin (1915–1943). (Russian) Zbl 0195.29510 Usp. Mat. Nauk 25, No. 3(153), 246-247 (1970). MSC: 01A70 PDFBibTeX XMLCite \textit{S. A. Abramenko} et al., Usp. Mat. Nauk 25, No. 3(153), 246--247 (1970; Zbl 0195.29510)
Gikhman, I. I. Stochastische Differentialgleichungen und Grenzwertsätze. (Russian) Zbl 0282.60035 Trudy 6. mat. Skola, Kaciveli 1968, 5-58 (1969). MSC: 60H10 60H05 60J60 60B10 PDFBibTeX XML
Gikhman, I. I. Convergence to Markov processes. (Russian) Zbl 0203.49904 Ukr. Mat. Zh. 21, 316-324 (1969). PDFBibTeX XMLCite \textit{I. I. Gikhman}, Ukr. Mat. Zh. 21, 316--324 (1969; Zbl 0203.49904)
Gikhman, I. I. Einige Grenzwertsätze für stochastische Differentialgleichungen. (Russian) Zbl 0203.40301 Mat. Fiz., Respubl. Mezhvedomstv. Sb. 4, 28-33 (1968). PDFBibTeX XMLCite \textit{I. I. Gikhman}, Mat. Fiz. 4, 28--33 (1968; Zbl 0203.40301)
Gikhman, I. I.; Skorokhod, A. V. Stochastic differential equations. (Стохастические дифференциальные уравнения.) (Russian) Zbl 0169.48702 Kiev: “Naukova Dumka”. 356 pp. (1968). MSC: 60H10 60H15 60-02 34F05 35R60 60Gxx PDFBibTeX XML
Gikhman, I. I.; Skorokhod, A. V. On the densities of probability measures in function spaces. (Russian. English translation) Zbl 0203.17101 Usp. Mat. Nauk 21, No. 6(132), 83-152 (1966); translation in Russ. Math. Surv. 21, No. 6, 83-156 (1966). Reviewer: Paul Georgiou (Athens) MSC: 60-XX PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{A. V. Skorokhod}, Usp. Mat. Nauk 21, No. 6(132), 83--152 (1966; Zbl 0203.17101); translation in Russ. Math. Surv. 21, No. 6, 83--156 (1966)
Gikhman, I. I. Über die Stabilität der Lösungen von stochastischen Differentialgleichungen. (Russian) Zbl 0161.37602 Predel’. Teoremy Stat. Vyvody, Tashkent, 14-45 (1966). PDFBibTeX XML
Gikhman, I. I.; Dorogovtsev, A. Ya. Über die Stabilität der Lösungen stochastischer Differentialgleichungen. (English. Russian original) Zbl 0214.16001 Am. Math. Soc., Transl., II. Ser. 72, 229-250 (1968); translation from Ukr. Mat. Zh. 17, No. 6, 3-21 (1965). MSC: 60H10 PDFBibTeX XMLCite \textit{I. I. Gikhman} and \textit{A. Ya. Dorogovtsev}, Transl., Ser. 2, Am. Math. Soc. 72, 229--250 (1965; Zbl 0214.16001); translation from Ukr. Mat. Zh. 17, No. 6, 3--21 (1965) Full Text: DOI