Gikhman, L. I., & Skorokhod, A. V. (2004). The theory of stochastic processes. I&II. Springer.
Chicago Edition CitationGikhman, Losif I., and Anatoli V. Skorokhod. The Theory of Stochastic Processes. I&II. New York: Springer, 2004.
MLA Edition CitationGikhman, Losif I., and Anatoli V. Skorokhod. The Theory of Stochastic Processes. I&II. Springer, 2004.
Warning: These citations may not always be 100% accurate.