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Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book …
Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research into the stochastic …
"This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was …
From the reviews: "This huge book written in several years by one of the few mathematicians able to do it, appears as a precise and impressive study (not very easy to read) of this …
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 …
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 …
From the reviews: "... Besides the fact that the author's treatment of large deviations is a nice contribution to the literature on the subject, his book has the virue that it …
From the reviews "[...] This book presents a complete treatment of a new class of random processes, which have been studied intensively during the last fifteen years. None of this …
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 …