AMS Chelsea Publishing 1969; 141 pp; hardcover Volume: 353 Reprint/Revision History: reprinted 2005 ISBN10: 0821838873 ISBN13: 9780821838877 List Price: US$30 Member Price: US$27 Order Code: CHEL/353.H
 This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. E. B. Dynkin, Mathematical Reviews This wellwritten book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications. Readership Graduate students and research mathematicians interested in probability, stochastic processes, and their applications. Table of Contents  Brownian motion
 Stochastic integrals and differentials
 Stochastic integral equations \((d=1)\)
 Stochastic integral equations \((d\geq2)\)
 References
 Subject index
 Errata
