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

**[1]**Bachelier, L. (1900), Théorie de la spéculation.*Ann. Sci. École Norm. Sup.*17, 21-86.**[2]**Dynkin, E. B. (1965), Markov Processes. Springer-Verlag. See pages 225-231 of Volume 2. MR**0193671 (33:1887)****[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]**Itô, K. (1946), On a stochastic integral equation.*Proc. Japan. Acad.*22, 32-35. MR**0036958 (12:191c)****[5]**Malliavin, P. (1976), Stochastic calculus of variation and hypoelliptic operators. Proceedings of the International Symposium on Stochastic Differential Equations. Wiley, 1978. MR**0536013 (81f:60083)**

Review Information:

Reviewer: Rick Durrett

Affiliation: Cornell University

Email: rtd1@cornell.edu

Journal: Bull. Amer. Math. Soc.

**42**(2005), 225-227

MSC (2000): Primary 60H07

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.