Bulletin of the American Mathematical Society

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Book Information

Author(s): A. V. Skorohod
Title: Stochastic equations for complex systems
Additional book information: Translated by L. F. Boron, D. Reidel Publishing Company, Dordrecht, 1988, xvii + 175 pp., $69.00. ISBN 90-277-2408-3

1.: C. Dellacherie and P. A. Meyer, Probabilities and potential, A, B, North-Holland, Amsterdam, 1975.
2.: E. B. Dynkin, Markov processes. I, II, Springer-Verlag, Berlin and New York, 1965.
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4.: S. Ethier and T. G. Kurtz, Markov processes: characterization and convergence, Wiley, New York, 1986. MR 838085
5.: I. I. Gihman and A. V. Skorohod, The theory of stochastic processes. I, II, III, Springer-Verlag, Berlin and New York, 1979. MR 636254
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7.: N. Ikeda and S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland, Amsterdam (Kodansha ltd., Tokyo), 1981. MR 637061
8.: M. Kac, Foundations of kinetic theory, Proc. Third Berkeley Sympos. on Math. Stat. and Prob. 3 (1956), 171-197. MR 84985
9.: O. E. Lanford, On the derivation of the Boltzmann equation, Astérisque 40 (1976), 117.
10.: T. M. Liggett, Interacting particle systems, Springer-Verlag, Berlin and New York, 1985. MR 776231
11.: H. P. McKean, Fluctuations in the kinetic theory of gases, Comm. Pure Appl. Math. 28(1975), 435-455. MR 395662
12.: I. Mitoma, Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients, Prob. Theory Related Fields 76 (1987), 533-555. MR 917678
13.: T. Shiga and H. Tanaka, Central limit theorem for a system of Markovian particles with mean field interactions, Z. Wahrsch. Verw. Gebiete 69 (1985), 439-459. MR 787607
14.: A. V. Skorohod, Studies in the theory of random processes, Addison-Wesley, Reading, Mass., 1965. [Reprinted by Dover Publications, New York.] MR 185620
15.: D. W. Stroock and S. R. S. Varadhan, Multidimensional diffusion processes, Springer-Verlag, Berlin and New York, 1979. MR 532498
16.: A. S. Sznitman, Equations de type Boltzmann, spatialement homogènes, Z. Wahrsch. Verw. Gebiete 66 (1984), 559-592. MR 753814
17.: A. S. Sznitman, A fluctuation result for nonlinear diffusions, J. Funct. Anal. 56 (1984), 311-336.
18.: H. Tanaka, Propagation of chaos for certain purely discontinuous processes with interaction, J. Fac. Sci. Univ. Tokyo Sect. IA Math. 17 (1970), 259-272. MR 282410

Review Information:
Journal: Bull. Amer. Math. Soc. 20 (1989), 259-267.
DOI: 10.1090/S0273-0979-1989-15790-X
PII: S 0273-0979(1989)15790-X

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ISSN 1088-9485(e) ISSN 0273-0979(p)

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