The Theory of Stochastic Processes I
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 ac
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The Theory of Stochastic Processes I
Springer
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losif I. Gikhman • Anatoli V.Skorokhod
The Theory of Stochastic Processes I Reprint of the 1974 Edition
Springer
Authors
Translator
Iosif Ilyich Gikhman
Samuel Kotz
Anatoli Vladimirovich Skorokhod Department of Statistics and Probability Michigan State University East Lansing, MI 48824-1027, USA
Originally published as Vol. 210 of the Grundlehren der mathematischen Wissenschaften Mathematics Subject Classification (2000): 60-02,60Gxx
Cataloging-in-Publication Data applied for A catalog record for this book is available from the Library of Congress. Bibliographic information published by Die Deutsche Bibliothek Die Deutsche Bibliothek lists this publication in the Deutsche Nationalbibliografie; detailed bibliographic data is available in the Internet at .
ISSN 1431-0821 ISBN 3-540-20284-6 Springer-Verlag Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. Springer-Verlag is a part of Springer Science+Business Media springeronline.com © Springer-Verlag Berlin Heidelberg 2004 Printed in Germany
The use of general descriptive names, registered names, trademarks etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Printed on acid-free paper
41/3142LK-54 321 0
I. I. Gihman
A. V. Skorohod
The Theory of Stochastic Processes I Translated from the Russian by S. Kotz Corrected Printing of the First Edition
Springer-Verlag Berlin Heidelberg New York 1980
Iosif Il'ich Gihman Academy of Sciences of the Ukrainian SSR Institute of Applied Mathematics and Mechanics Donetsk/USSR
Anatolii Vladimirovich Skorohod Academy of Sciences of the Ukrainian SSR Institute of Mathematics Kiev/USSR
Translator:
SamuelKotz Department of Management and Statistics University of Maryland College Park, MD 20742/USA
Title oftb'e Russian Original Edition: Teoriya sluchainyh protsessov, Vol. I. Publisher: Nauka, Moscow 1971
AMS Subject Classification (1980): 60-02,60 G xx ISBN 3-540-06573-3 Springer-Verlag Berlin Heidelberg New York ISBN 0-387-06573-3 Springer-Verlag New York Heidelberg Berlin This work is subject to copyright. All rights are reserved, whether the whole or part ofthe material is concerned, specifically those of translation, reprinting, re-use of illustrations, broadcasting, reproduction by photocopying ma
