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, 19
From the Reviews: "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
Stochastic differential equations whose solutions are diffusion (or other random) processes have been the subject of lively mathematical research since the pioneering work of Gihman, Ito and others in
