Williams, David To begin at the beginning:…. (English) Zbl 0471.60065 Stochastic integrals, Proc. LMS Durham Symp. 1980, Lect. Notes Math. 851, 1-55 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 5 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 58J65 Diffusion processes and stochastic analysis on manifolds Keywords:Stroock-Varadhan approaches to diffusion theory; hypoellipticity; Hörmanders theorem; relationship between weak and strong solutions; martingale problem; Girsanov’s theorem; Malliavin calculus Citations:Zbl 0444.00014 PDFBibTeX XML