|
Book Review
The AMS does not provide abstracts of book reviews.
You may download the entire review from the links below.
Retrieve article in:
PDF
Book Information
Author(s):
Mark Freidlin
Title:
Functional integration and partial differential equations
Additional book information:
Annals of Mathematics Studies, vol. 109, Princeton University Press, Princeton, 1985, ix + 545 pp., $60.00 cloth, $19.95 paper. ISBN 0-691-8354-1
References:
- 1.
- W. H. Fleming, A stochastic control approach to some large deviations problems, Lecture Notes in Math., vol. 1119, Springer-Verlag, Berlin, 1985. MR 790689
- 2.
- M. I. Freidlin and A. D. Wentzell, Random perturbations of dynamical systems, Springer-Verlag, New York, 1984. MR 722136
- 3.
- A. Friedman, Stochastic differential equations and applications (2 vols.), Academic Press, New York, 1976. MR 494491
- 4.
- R. Z. Hasminskii, Stochastic stability of differential equations, Sijthoff & Noordhoff, Alphen aan den Rijn, The Netherlands, 1980. MR 600653
- 5.
- P. Hsu, Probabilistic approach to the Neumann problem, Comm. Pure Appl. Math. 38 (1985), 445-472. MR 792399
- 6.
- N. Ikeda and S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland, Amsterdam, 1981. MR 1011252
- 7.
- P. L. Lions and A. S. Sznitman, Stochastic differential equations with reflecting boundary conditions, Comm. Pure Appl. Math. 37 (1984), 511-537. MR 745330
Additional Information:
Reviewer(s):
Martin
Day
Review Information:
Journal:
Bull. Amer. Math. Soc.
17
(1987),
346-351.
DOI:
10.1090/S0273-0979-1987-15589-3
PII:
S 0273-0979(1987)15589-3
|
Comments: webmaster@ams.org