Bulletin of the American Mathematical Society

MathSciNet review: 1567044
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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.

1.

A. Khinchine, Asymptotische Gesetze der Wahrscheinlichkeitsrechnung, Springer, Berlin, 1933.

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, DOI 10.1007/BF01448839

Yu. V. Prokhorov, Convergence of random processes and limit theorems in probability theory, Teor. Veroyatnost. i Primenen. 1 (1956), 177–238 (Russian, with English summary). MR 0084896

A. V. Skorohod, Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 289–319 (Russian, with English summary). MR 0084897

A. V. Skorohod, Issledovaniya po teorii sluchaĭ nykh protsessov (Stokhasticheskie differentsial′nye uravneniya i predel′nye teoremy dlya protsessov Markova), Izdat. Kiev. Univ., Kiev, 1961 (Russian). MR 0185619

I. I. Gikhman and A. V. Skorokhod, Introduction to the theory of random processes, W. B. Saunders Co., Philadelphia, Pa.-London-Toronto, Ont., 1969. Translated from the Russian by Scripta Technica, Inc. MR 0247660

Daniel W. Stroock and S. R. S. Varadhan, Diffusion processes with continuous coefficients. I, Comm. Pure Appl. Math. 22 (1969), 345–400. MR 253426, DOI 10.1002/cpa.3160220304

Daniel W. Stroock and S. R. S. Varadhan, Diffusion processes with boundary conditions, Comm. Pure Appl. Math. 24 (1971), 147–225. MR 277037, DOI 10.1002/cpa.3160240206

1.

A. Khinchine, Asymptotische Gesetze der Wahrscheinlichkeitsrechnung, Springer, Berlin, 1933.

2.

R. Courant, K. Friedrichs and H. Lewy, Über die partiellen Differentialgleichungen der mathematischen Physik, Math. Ann. 100 (1928), 32-74. See also the translation, On the partial difference equations of mathematical physics, IBM J. Res. Develop. 2 (1967).[Note] MR 1512478

3.

Yu. V. Prohorov, Convergence of random processes and limit theorems in probability theory, Theor. Probability Appl. 1 (1956), 187-214. MR 84896

4.

A. V. Skorohod, Limit theorems for stochastic processes, Theor. Probability Appl. 1 (1956), 261-290. MR 84897

5.

A. V. Skorohod, Studies in the theory of random processes, Addison-Wesley, Reading, Mass., 1965. MR 185620

6.

I. I. Gihman and A. V. Skorohod, Introduction to the theory of random processes, Saunders, Philadelphia, Pa., 1969. MR 247660

7.

D. W. Stroock and S. R. S. Varadhan, Diffusion processes with continuous coefficients. I, II, Comm. Pure Appl. Math. 22 (1969), 345-400, 479-530. MR 253426

8.

D. W. Stroock and S. R. S. Varadhan, Diffusion processes with boundary conditions, Comm. Pure Appl. Math. 24 (1971), 147-225. MR 277037