Theory of stochastic processes (Vol. 1-2) 
Gikhman, I. I. 
 - Berlin ; | New York :  Springer-Verlag,  2004 
 - 2 v. ;  25 cm. 
 - Grundlehren der mathematischen Wissenschaften ;  232 .
<br/><br/> Translation of Teorii︠a︡ sluchaĭnykh prot︠s︡essov. 
<br/><br/><label>ISBN: </label>0387065733 (2 set vols.