The theory of stochastic processes. I. Translated from the Russian by S. Kotz.

Anatoli V. Skorokhod, Iosif I. Gikhman

Publication date: 11 October 2004

Published in: Classics in Mathematics (Search for Journal in Brave)

spectral representation limit theorems stationary processes absolute continuity of measures forecasting and filtering weak convergence in metric and Hilbert spaces

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx)

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