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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 in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field" K.L. Chung in American Scientist, 1977 "..., the subject has grown enormously since 1953, and there will never be a true successor to Doob's book, but Gihman and Skorohod's three volumes will, I think, occupy a rather similar position as an invaluable tool of reference for all probability theorists. ... The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..." J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977.
Stochastic processes --- 519.216 --- 10.01.a --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Verzekeringswiskunde Waarschijnlijkheidsrekening --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Verzekeringswiskunde ; Waarschijnlijkheidsrekening --- Collected works --- Stochastic processes. --- Processus stochastiques --- Probabilities. --- Probability Theory and Stochastic Processes. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Algèbre --- Algebra --- Probabilités. --- Probabilities --- Algèbre. --- Algèbre --- Probabilités --- Algebra. --- Systèmes dynamiques aléatoires --- Stochastic processes - Collected works --- Analyse stochastique --- Equations differentielles stochastiques --- Integrales stochastiques --- Probabilités.
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Actuarial mathematics --- Markov processes --- Gaussian processes --- Risk (Insurance) --- 519.216 --- 10.01.a --- Insurance --- Distribution (Probability theory) --- Stochastic processes --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Verzekeringswiskunde ; Waarschijnlijkheidsrekening --- Risk --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales
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Probability theory --- Probabilités --- Probabilities --- Mathematical statistics --- 519.2 --- Probability. Mathematical statistics --- kansrekening --- 681.3*G3 --- 10.01.a --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Verzekeringswiskunde ; Waarschijnlijkheidsrekening --- 519.2 Probability. Mathematical statistics --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Probabilités - Problèmes et exercices --- Probabilities - Problems, exercises, etc. --- Mathematical statistics - Problems, exercises, etc. --- Probabilities - Outlines, syllabi, etc.
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