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Book Review
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Book Information
Author(s):
Michel Métivier
Title:
Semimartingales, a course on stochastic processes
Additional book information:
dc Gruyter Studies in Mathematics, Vol. 2, Walter de Gruyter & Co., Berlin, 1982, xi + 287 pp., DM 88.--, $40.00. ISBN 3-1100--8674-3
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- A. Bensoussan, Stochastic control by functional analysis methods, North-Holland, 1982. MR 652685
- 4.
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- 5.
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- 6.
- C. Dellacherie and P. A. Meyer, Probabilities and potential B, theory of martingales, North-Holland, 1982. (French original 1980). MR 745449
- 7.
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- 9.
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- 10.
- R. J. Elliott, Stochastic calculus and applications, Springer-Verlag, New York, 1982. MR 678919
- 11.
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- 12.
- W. H. Fleming, Book review, Bull. Amer. Math. Soc. (N.S.) 7 (1982), 411-414.
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- 18.
- J. F. Le Gall, Application du temps local aux équation différentielles stochastique unidimensionelles, Séminaire de Probabilités XVII, Lecture Notes in Math., vol. 986, Springer-Verlag, 1982, pp. 15-31. MR 770393
- 19.
- H. Korezlioglu, G. Mazziotto and J. Szpirglas (Editors), Processus aléatoires à deux indices, Lecture Notes in Math., vol. 863, Springer-Verlag, New York, 1981. MR 630302
- 20.
- R. Sh. Lipster and A. N. Shiryayev, Statistics of random processes, vols. 1, 2, Springer-Verlag, New York, 1977.
- 21.
- M. Métivier and J. Pellaumail, Stochastic integration, Academic Press, New York, 1980. MR 578177
- 22.
- P. A. Meyer, A differential geometric formalism for the Itô calculus, Stochastic Integrals, Lecture Notes in Math., vol. 851, Springer-Verlag, New York, 1981, pp. 256-270. MR 620993
- 23.
- P. E. Protter, Markov solutions of stochastic differential equations, Z. Wahrsch. Verw. Gebiete 41 (1977), 39-58. MR 477420
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- 25.
- D. W. Stroock and S. R. S. Varadhan, Multidimensional diffusion processes, Springer-Verlag, New York, 1979. MR 532498
- 26.
- E. Wong, Stochastic processes in information and dynamical systems, McGraw-Hill, 1971 (2nd ed., Springer Verlag (to appear)).
Additional Information:
Reviewer(s):
Bruce
Hajek
Review Information:
Journal:
Bull. Amer. Math. Soc.
11
(1984),
198-203.
DOI:
10.1090/S0273-0979-1984-15268-6
PII:
S 0273-0979(1984)15268-6
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