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Book Review
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Book Information
Author(s):
Ichiro Shigekawa
Title:
Stochastic analysis
Additional book information:
Translations of Mathematical Monographs, American Mathematical Society,
Providence, RI,
2004,
xii+182,
$39.00,
0-8218-2626-3
References:
- [1]
- Bachelier, L. (1900), Théorie de la spéculation. Ann. Sci. École Norm. Sup. 17, 21-86.
- [2]
- Dynkin, E. B. (1965), Markov Processes. Springer-Verlag. See pages 225-231 of Volume 2. MR 0193671 (33:1887)
- [3]
- Einstein, A. (1905), On the movement of small particles suspended in a stationary liquid as demanded by the molecular kinetic theory of heat. Ann. de Phys. 17, 549. This and four of his other articles in Brownian motion appear in Investigations of the theory of the Brownian movement published by Dover in 1956.
- [4]
- Itô, K. (1946), On a stochastic integral equation. Proc. Japan. Acad. 22, 32-35. MR 0036958 (12:191c)
- [5]
- Malliavin, P. (1976), Stochastic calculus of variation and hypoelliptic operators. Proceedings of the International Symposium on Stochastic Differential Equations. Wiley, 1978. MR 0536013 (81f:60083)
Additional Information:
Reviewer(s):
Rick
Durrett
Affiliation:
Cornell University
Email:
rtd1@cornell.edu
Review Information:
Journal:
Bull. Amer. Math. Soc.
42
(2005),
225-227.
MSC
(2000):
Primary 60H07
DOI:
10.1090/S0273-0979-05-01042-6
PII:
S 0273-0979(05)01042-6
Posted:
January 12, 2005
Copyright of article:
Copyright
2005,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
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