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Stochastic Differential Equations [by] I.I. Gihman [and] A.V. Skorohod
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Stochastic Differential Equations
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The Theory of Stochastic Processes III
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This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does not give an accurate picture of its content and style.
The Theory of Stochastic Processes I
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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.
The Theory of Stochastic Processes II
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From the Reviews: "To call this work encyclopedic would not give an accurate picture of its content and style.