Bøger af Anatoli V. Skorokhod

This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.

This work presents the theory of stochastic processes in its present state of rich imperfection. The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The authors' display mastery of their material, and demonstrate their confident insight into its underlying structure.

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, Bulletin of the American Mathematical Society, 1980