Book Review
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MathSciNet review:
1567249
Full text of 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.
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.
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 397927, DOI 10.1214/aop/1176996130
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 488380, DOI 10.1007/BF02392306
Jean Jacod, Calcul stochastique et problèmes de martingales, Lecture Notes in Mathematics, vol. 714, Springer, Berlin, 1979 (French). MR 542115
R. S. Liptser and A. N. Shiryayev, Statistics of random processes. I, Applications of Mathematics, Vol. 5, Springer-Verlag, New York-Heidelberg, 1977. General theory; Translated by A. B. Aries. MR 0474486
H. P. McKean Jr., Stochastic integrals, Probability and Mathematical Statistics, No. 5, Academic Press, New York-London, 1969. MR 0247684
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), Lecture Notes in Math., Vol. 511, Springer, Berlin, 1976, pp. 245–400 (French). MR 0501332
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), Lecture Notes in Math., Vol. 511, Springer, Berlin, 1976, pp. 125–141 (French). MR 0501379
Daniel W. Stroock, Diffusion processes associated with Lévy generators, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 32 (1975), no. 3, 209–244. MR 433614, DOI 10.1007/BF00532614
- 1.
- M. H. A. Davis, A pathwise solution of the equations of non-linear filtering Teor. Veroyatnost i Primenen (to appear). MR 0645139
- 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.
- J. Jacod, Calcul stochastique et problèmes de martingales, Lecture Notes in Math., vol. 714, Springer-Verlag, Berlin and New York, 1979. 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