The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. (English) Zbl 0404.60061

Grundlehren der mathematischen Wissenschaften. 232. Berlin-Heidelberg-New York: Springer-Verlag. 387 p. DM 96.00; $ 52.80 (1979).


60Hxx Stochastic analysis
34F05 Ordinary differential equations and systems with randomness
60G42 Martingales with discrete parameter
60G44 Martingales with continuous parameter
60G48 Generalizations of martingales
60F99 Limit theorems in probability theory
60J60 Diffusion processes