Bulletin of the American Mathematical Society

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Book Information:

Author: N.V. Krylov
Title: Introduction to the theory of diffusion processes
Additional book information: Transl. Math. Monographs, vol. 142, Amer. Math. Soc., Providence, RI, 1995, xi + 271 pp., ISBN 0-8218-4600-0, $95.00$

1.

L. Bachelier, Théorie de la spéculation, Ann. Sci. École Norm. Sup. 17 (1900), 21-86.

2.

R. Brown, A Brief Account of Microscopical Observations Made in the Months of June, July, and August, 1827, on the Particles Contained in the Pollen of Plants; and on the General Existence of Active Molecules in Organic and Inorganic Bodies, Philosophical Magazine N. S. 4 (1928), 161-173.

Cahit Arf, Untersuchungen über reinverzweigte Erweiterungen diskret bewerteter perfekter Körper, J. Reine Angew. Math. 181 (1939), 1–44 (German). MR 18, DOI 10.1515/crll.1940.181.1

Saunders MacLane, Steinitz field towers for modular fields, Trans. Amer. Math. Soc. 46 (1939), 23–45. MR 17, DOI 10.1090/S0002-9947-1939-0000017-3

Nobuyuki Ikeda and Shinzo Watanabe, Stochastic differential equations and diffusion processes, 2nd ed., North-Holland Mathematical Library, vol. 24, North-Holland Publishing Co., Amsterdam; Kodansha, Ltd., Tokyo, 1989. MR 1011252

C. J. Everett Jr., Annihilator ideals and representation iteration for abstract rings, Duke Math. J. 5 (1939), 623–627. MR 13

N. V. Krylov, Controlled diffusion processes, Applications of Mathematics, vol. 14, Springer-Verlag, New York-Berlin, 1980. Translated from the Russian by A. B. Aries. MR 601776

Kiyosi It\B{o}, Selected papers, Springer-Verlag, New York, 1987. Edited and with an introduction by S. R. S. Varadhan and Daniel W. Stroock. MR 868862, DOI 10.1007/978-1-4612-5370-9

9.

N. Wiener, Differential Space, J. Math. Phys. 2 (1923), 131-174.

1.

L. Bachelier, Théorie de la spéculation, Ann. Sci. École Norm. Sup. 17 (1900), 21-86.

2.

R. Brown, A Brief Account of Microscopical Observations Made in the Months of June, July, and August, 1827, on the Particles Contained in the Pollen of Plants; and on the General Existence of Active Molecules in Organic and Inorganic Bodies, Philosophical Magazine N. S. 4 (1928), 161-173.

3.

J. Crank, The Mathematics of Diffusion, Oxford at the Clarendon Press (1956). MR 18:616c

4.

A. Einstein, On the Movement of Small Particles Suspended in a Stationary Liquid Demanded by the Molecular-Kinetic Theory of Heat, Ann. Physik 17 (1905) [See also A. Einstein: Investigations on the Theory of the Brownian Movement (R. Fürth, ed.) Dover, New York (1959)]. MR 17:1035g

5.

N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North-Holland Publishing Company, 1989. MR 1011252

6.

M. Kac, On Some Connections between Probability Theory and Differential and Integral Equations, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, University of California Press, 1951, pp. 189-215. MR 13:568b

7.

N.V. Krylov, Controlled Diffusion Processes, Springer-Verlag, 1980. MR 0601776

8.

D.W. Stroock and S.R.S. Varadhan, Kiyosi Itô Selected Papers (Stroock and Varadhan, eds.), Springer-Verlag, 1987. MR 0868862

9.

N. Wiener, Differential Space, J. Math. Phys. 2 (1923), 131-174.