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Bulletin of the American Mathematical Society

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Book Review

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Full text of review: PDF
Book Information:

Author: Harold J. Kushner
Title: Probability methods for approximations in stochastic control and for elliptic equations
Additional book information: Academic Press, New York, San Francisco, London, 1977, xvii + 243 pp. $23.00.

References [Enhancements On Off] (What's this?)

  • 1. A. Khinchine, Asymptotische Gesetze der Wahrscheinlichkeitsrechnung, Springer, Berlin, 1933.
  • 2. R. Courant, K. Friedrichs, and H. Lewy, Über die partiellen Differenzengleichungen der mathematischen Physik, Math. Ann. 100 (1928), no. 1, 32–74 (German). MR 1512478, 10.1007/BF01448839
  • 3. Yu. V. Prohorov, Convergence of random processes and limit theorems in probability theory, Teor. Veroyatnost. i Primenen. 1 (1956), 177–238 (Russian, with English summary). MR 0084896
  • 4. A. V. Skorohod, Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 289–319 (Russian, with English summary). MR 0084897
  • 5. A. V. Skorokhod, Studies in the theory of random processes, Translated from the Russian by Scripta Technica, Inc, Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965. MR 0185620
  • 6. I. I. Gikhman and A. V. Skorokhod, Introduction to the theory of random processes, Translated from the Russian by Scripta Technica, Inc, W. B. Saunders Co., Philadelphia, Pa.-London-Toronto, Ont., 1969. MR 0247660
  • 7. Daniel W. Stroock and S. R. S. Varadhan, Diffusion processes with continuous coefficients. I, Comm. Pure Appl. Math. 22 (1969), 345–400. MR 0253426
  • 8. Daniel W. Stroock and S. R. S. Varadhan, Diffusion processes with boundary conditions, Comm. Pure Appl. Math. 24 (1971), 147–225. MR 0277037

Review Information:

Reviewer: George C. Papanicolaou
Journal: Bull. Amer. Math. Soc. 84 (1978), 262-266
DOI: https://doi.org/10.1090/S0002-9904-1978-14468-1