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Processus de diffusion et équations différentielles stochastiques. (French) Zbl 0363.60064

Ecole d’Ete Probab. Saint Flour III - 1973, Lect. Notes Math. 390, 37-113 (1974).

MSC:

60J60 Diffusion processes
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60-02 Research exposition (monographs, survey articles) pertaining to probability theory