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Stochastic flows and stochastic differential equations. (English) Zbl 0865.60043
Cambridge Studies in Advanced Mathematics. 24. Cambridge: Cambridge University Press. xiv, 346 p. (1997).
The monograph under review is a completely unchanged paperback version of the first edition from 1990 (Zbl 0743.60052). The book is still the standard reference on stochastic flows and on stochastic differential equations driven by a continuous semimartingale with spatial parameter.

MSC:
60H05 Stochastic integrals
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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