The Theory of Stochastic Processes: I - Iosif I. Gikhman, Anatoli V. Skorokhod - Google Books

http://books.google.de/books?id=HBDiMpORJkoC&lpg=PP1&dq=editions:OCLC25259335&lr&pg=PA33#v=onepage&q&f=false

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 in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an…