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Brownian motion and stochastic flow systems. Reprint of the orig. Wiley ed. 1985. (English) Zbl 0716.60092

Malabar, FL: Robert E. Krieger Publishing Company. xxi, 140 p. $ 38.50 (1990).
See the review of the original edition in Zbl 0659.60112.

MSC:

60J65 Brownian motion
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60H05 Stochastic integrals
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20 Optimal stochastic control
90Bxx Operations research and management science

Citations:

Zbl 0659.60112
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