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
"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure."
J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977