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Stochastic differential equations and diffusion processes. (Stokhasticheskie differentsial’nye uravneniya i diffuzionnye protsessy). Transl. from the English by G. N. Kinkladze. (Russian) Zbl 0607.60041

Moskva: “Nauka”. Glavnaya Redaktsiya Fiziko-Matematicheskoj Literatury. 448 p. (1986).
See Zbl 0495.60005 for a review of the 1981 English original edition.

MSC:

60Hxx Stochastic analysis
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60 Diffusion processes
60G44 Martingales with continuous parameter
58J65 Diffusion processes and stochastic analysis on manifolds

Citations:

Zbl 0495.60005