Document Zbl 0495.60005

Stochastic differential equations and diffusion processes. (English) Zbl 0495.60005

North-Holland Mathematical Library, Vol. 24. Amsterdam - Oxford -New York: North-Holland Publishing Company. Tokyo: Kodansha Ltd. XIV, 464 p. $ 85.25; Dfl. 175.00 (1981).

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Cited in 16 Reviews

Cited in 1448 Documents

MSC:

60-02

Research exposition (monographs, survey articles) pertaining to probability theory

Keywords:

martingale-problem; Malliavin calculus; Ito formula; representation theorems for martingales; Burkholder-Davis-Gundy inequalities; stochastic parallel displacement

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Stochastic differential equations and diffusion processes. (English) Zbl 0495.60005

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