Remote Access Bulletin of the American Mathematical Society

Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)

Book Review

The AMS does not provide abstracts of book reviews. You may download the entire review from the links below.


Full text of review: PDF   This review is available free of charge.
Book Information:

Authors: D. W. Stroock and S. R. S. Varadhan
Title: Multidimensional diffusion processes
Additional book information: Die Grundlehren der mathematischen Wissenschaften, vol. 233, Springer-Verlag, Berlin and New York, 1979, xii + 338 pp., $34.80.

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

  • 1. M. H. A. Davis, A pathwise solution of the equations of nonlinear filtering, Teor. Veroyatnost. i Primenen. 27 (1982), no. 1, 160–167 (English, with Russian summary). MR 645139
  • 2. C. Dellacherie, C. Doléans-Dade, G. Letta and P. A. Meyer, Diffusions à coefficients continus d'après D. W. Stroock et S. R. S. Varadhan, Séminaire de Probabilités IV, Lecture Notes in Math., vol. 124, Springer-Verlag, Berlin and New York, 1970, pp. 241-282.
  • 3. R. A. Holley and D. W. Stroock, A martingale approach to infinite systems of interacting processes, Ann. Probability 4 (1976), 195-228. MR 397927
  • 4. R. A. Holley and D. W. Stroock, Nearest neighbor birth and death processes on the real live, Acta Math. 140 (1978), 103-154. MR 488380
  • 5. Jean Jacod, Calcul stochastique et problèmes de martingales, Lecture Notes in Mathematics, vol. 714, Springer, Berlin, 1979 (French). MR 542115
  • 6. R. S. Liptser and A. N. Shiryayev, Statistics of random processes. I: general theory (English translation from the Russian), Applications of Mathematics, vol. 5, Springer-Verlag, Berlin and New York, 1977. MR 474486
  • 7. H. P. McKean, Stochastic integrals, Academic Press, New York, 1969. MR 247684
  • 8. P. A. Meyer, Un cours sur les intégrales stochastiques, Séminaire de Probabilités X, Lecture Notes in Math., vol. 511, Springer-Verlag, Berlin and New York, 1976, pp. 245-400. MR 501332
  • 9. P. A. Meyer, Démonstration probabiliste de certaines inégalités de Littlewood-Paley, Séminaire de Probabilités X, Lecture Notes in Math., vol. 511, Springer-Verlag, Berlin and New York, 1976, pp. 125-183. MR 501379
  • 10. D. W. Stroock, Diffusion processes associated with Lévy generators, Z. Wahrscheinlichkeitstheorie ver. Gebiete 32 (1975), 209-244. MR 433614

Review Information:

Reviewer: David Williams
Journal: Bull. Amer. Math. Soc. 2 (1980), 496-503
DOI: https://doi.org/10.1090/S0273-0979-1980-14784-9
American Mathematical Society