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Название: Probabilities and Potential, Volume 1 (North-Holland Mathematics Studies, 29)
Авторы: Dellacherie C., Meyer P.
This is a classic, read and cited by many. In describing monographs on stochastic processes, Jacod and Shiryaev (1987) call it "the very complete book", and Ethier and Kurtz (1986) - most recent presentation". Actually, it is even difficult to find a serious book on the subject that does not cite the volumes of Dellacherie and Meyer. Despite its age, this monograph is still almost a must for anybody who works in stochastic processes. It is too bad it is out of print.
Read more at http://ebookee.org/Probabilities-and-Potential-Mathematics-Studies-by-Claude-Dellacherie-Repost-_1143029.html#KxgHSeQ50A70py09.99