Métivier, Michel; Pellaumail, J. Stochastic integration. (English) Zbl 0463.60004 Probability and Mathematical Statistics. New York etc.: Academic Press (A Subsidiary of Harcourt Brace Jovanovich, Publishers). xii, 196 p. $ 25.00 (1980). Reviewer: R. J. Elliott (Edmonton) Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 11 ReviewsCited in 63 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 60H05 Stochastic integrals 60G44 Martingales with continuous parameter 60H15 Stochastic partial differential equations (aspects of stochastic analysis) Keywords:stochastic integration; Hilbert space valued processes; Banach space valued processes; Doléans function; Doléans measure; Ito differentiation formula; Girsanov’s theorem PDF BibTeX XML OpenURL