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Book Review

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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), no. 2, 195–228. MR 0397927
  • 4. R. A. Holley and D. W. Stroock, Nearest neighbor birth and death processes on the real line, Acta Math. 140 (1978), no. 1-2, 103–154. MR 0488380
  • 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, Springer-Verlag, New York-Heidelberg, 1977. General theory; Translated by A. B. Aries; Applications of Mathematics, Vol. 5. MR 0474486
  • 7. H. P. McKean Jr., Stochastic integrals, Probability and Mathematical Statistics, No. 5, Academic Press, New York-London, 1969. MR 0247684
  • 8. P. A. Meyer, Un cours sur les intégrales stochastiques, Séminaire de Probabilités, X (Seconde partie: Théorie des intégrales stochastiques, Univ. Strasbourg, Strasbourg, année universitaire 1974/1975), Springer, Berlin, 1976, pp. 245–400. Lecture Notes in Math., Vol. 511 (French). MR 0501332
  • 9. P. A. Meyer, Démonstration probabiliste de certaines inégalités de Littlewood-Paley. I. Les inégalités classiques, Séminaire de Probabilités, X (Première partie, Univ. Strasbourg, Strasbourg, année universitaire 1974/1975), Springer, Berlin, 1976, pp. 125–141. Lecture Notes in Math., Vol. 511 (French). MR 0501379
  • 10. Daniel W. Stroock, Diffusion processes associated with Lévy generators, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 32 (1975), no. 3, 209–244. MR 0433614

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