Stochastic differential equations and applications. Vol. 1. (English) Zbl 0323.60056

Probability and Mathematical Statistics. Vol. 28. New York - San Francisco - London: Academic Press, a subsidiary of Harcourt Brace Jovanovich, Publishers. XIII, 228 p. $ 24.50 (1975).


60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60-02 Research exposition (monographs, survey articles) pertaining to probability theory