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Book Review

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Book Information:

Author: A. V. Skorohod
Title: Stochastic equations for complex systems
Additional book information: Translated by L. F. Boron, D. Reidel Publishing Company, Dordrecht, 1988, xvii + 175 pp., $69.00. ISBN 90-277-2408-3.

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

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  • 2. E. B. Dynkin, Markov processes. I, II, Springer-Verlag, Berlin and New York, 1965.
  • 3. A. Einstein, Investigations on the theory of Brownian movement, 1926. [Reprinted by Dover Publications, 1956.] MR 77443
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  • 5. I. I. Gihman and A. V. Skorohod, The theory of stochastic processes. I, II, III, Springer-Verlag, Berlin and New York, 1979. MR 636254
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  • 11. H. P. McKean, Fluctuations in the kinetic theory of gases, Comm. Pure Appl. Math. 28(1975), 435-455. MR 395662
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  • 14. A. V. Skorohod, Studies in the theory of random processes, Addison-Wesley, Reading, Mass., 1965. [Reprinted by Dover Publications, New York.] MR 185620
  • 15. D. W. Stroock and S. R. S. Varadhan, Multidimensional diffusion processes, Springer-Verlag, Berlin and New York, 1979. MR 532498
  • 16. A. S. Sznitman, Equations de type Boltzmann, spatialement homogènes, Z. Wahrsch. Verw. Gebiete 66 (1984), 559-592. MR 753814
  • 17. A. S. Sznitman, A fluctuation result for nonlinear diffusions, J. Funct. Anal. 56 (1984), 311-336.
  • 18. H. Tanaka, Propagation of chaos for certain purely discontinuous processes with interaction, J. Fac. Sci. Univ. Tokyo Sect. IA Math. 17 (1970), 259-272. MR 282410

Review Information:

Reviewer: Donald Dawson
Journal: Bull. Amer. Math. Soc. 20 (1989), 259-267
American Mathematical Society