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Book Review

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Book Information:

Author: Ichiro Shigekawa
Title: Stochastic analysis
Additional book information: Translations of Mathematical Monographs, American Mathematical Society, Providence, RI, 2004, xii+182 pp., ISBN 0-8218-2626-3, $39.00

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

  • [1] Bachelier, L. (1900), Théorie de la spéculation. Ann. Sci. École Norm. Sup. 17, 21-86.
  • [2] E. B. Dynkin, Markov processes. Vols. I, II, Translated with the authorization and assistance of the author by J. Fabius, V. Greenberg, A. Maitra, G. Majone. Die Grundlehren der Mathematischen Wissenschaften, Bände 121, vol. 122, Academic Press Inc., Publishers, New York; Springer-Verlag, Berlin-Göttingen-Heidelberg, 1965. MR 0193671
  • [3] Einstein, A. (1905), On the movement of small particles suspended in a stationary liquid as demanded by the molecular kinetic theory of heat. Ann. de Phys. 17, 549. This and four of his other articles in Brownian motion appear in Investigations of the theory of the Brownian movement published by Dover in 1956.
  • [4] Kiyosi Itô, On a stochastic integral equation, Proc. Japan Acad. 22 (1946), no. nos. 1-4, 32–35. MR 0036958
  • [5] Paul Malliavin, Stochastic calculus of variation and hypoelliptic operators, Proceedings of the International Symposium on Stochastic Differential Equations (Res. Inst. Math. Sci., Kyoto Univ., Kyoto, 1976) Wiley, New York-Chichester-Brisbane, 1978, pp. 195–263. MR 536013

Review Information:

Reviewer: Rick Durrett
Affiliation: Cornell University
Email: rtd1@cornell.edu
Journal: Bull. Amer. Math. Soc. 42 (2005), 225-227
Published electronically: January 12, 2005
Review copyright: © Copyright 2005 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.