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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.
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  • 4. Stewart N. Ethier and Thomas G. Kurtz, Markov processes, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, John Wiley & Sons, Inc., New York, 1986. Characterization and convergence. MR 838085
  • 5. Ĭ. Ī. Gīhman and A. V. Skorohod, The theory of stochastic processes. I, Corrected reprint of the first English edition, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 210, Springer-Verlag, Berlin-New York, 1980. Translated from the Russian by Samuel Kotz. MR 636254
  • 6. Richard A. Holley and Daniel W. Stroock, Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions, Publ. Res. Inst. Math. Sci. 14 (1978), no. 3, 741–788. MR 527199, https://doi.org/10.2977/prims/1195188837
  • 7. Nobuyuki Ikeda and Shinzo Watanabe, Stochastic differential equations and diffusion processes, North-Holland Mathematical Library, vol. 24, North-Holland Publishing Co., Amsterdam-New York; Kodansha, Ltd., Tokyo, 1981. MR 637061
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  • 13. Tokuzo Shiga and Hiroshi Tanaka, Central limit theorem for a system of Markovian particles with mean field interactions, Z. Wahrsch. Verw. Gebiete 69 (1985), no. 3, 439–459. MR 787607, https://doi.org/10.1007/BF00532743
  • 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. Daniel W. Stroock and S. R. Srinivasa Varadhan, Multidimensional diffusion processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 233, Springer-Verlag, Berlin-New York, 1979. MR 532498
  • 16. Alain-Sol Sznitman, Équations de type de Boltzmann, spatialement homogènes, Z. Wahrsch. Verw. Gebiete 66 (1984), no. 4, 559–592 (French, with English summary). MR 753814, https://doi.org/10.1007/BF00531891
  • 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
DOI: https://doi.org/10.1090/S0273-0979-1989-15790-X
American Mathematical Society