The theory of stochastic processes: Iosif I. Gikhman, Anatoli V. Skorokhod

__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__ From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of richt 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 contant 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 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 TOC:Bacis Notions of Probability Theory.- Random Sequences.- Random Functions.- Linear Theory of Random Processes.- Probability Measures on Functional Spaces.- Limit Theorems for Random Processes.- Absolute Continuity of Measures Associated with Random Processes.- Measurable Functions on Hilbert Spaces.- Historical and Bibliographical Remarks.- Bibliography.- Corrections to the First Printings of Volumes I and II.- Subject Index.- Front Matter....Pages I-VIII Basic Notions of Probability Theory....Pages 1-49 Random Sequences....Pages 50-145 Random Functions....Pages 146-194 Linear Theory of Random Processes....Pages 195-307 Probability Measures on Functional Spaces....Pages 308-361 Limit Theorems for Random Processes....Pages 362-439 Absolute Continuity of Measures Associated with Random Processes....Pages 440-524 Measurable Functions on Hilbert Spaces....Pages 525-557 Back Matter....Pages 558-574