Mécanique aléatoire. (French) Zbl 0457.60002

Lecture Notes in Mathematics. 866. Berlin-Heidelberg-New York: Springer-Verlag. XVI, 563 p. DM 59.00; $ 26.90 (1981).


60-02 Research exposition (monographs, survey articles) pertaining to probability theory
58J65 Diffusion processes and stochastic analysis on manifolds
60Hxx Stochastic analysis
93E20 Optimal stochastic control
60J60 Diffusion processes
60K35 Interacting random processes; statistical mechanics type models; percolation theory
60G35 Signal detection and filtering (aspects of stochastic processes)
93E11 Filtering in stochastic control theory
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