Book Review
The AMS does not provide abstracts of book reviews.
You may download the entire review from the links below.
Full text of review:
PDF
This review is available free of charge.
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.
Review Information:
Reviewer:
Jin Ma
Affiliation:
Purdue University
Email:
majin@math.purdue.edu
Journal:
Bull. Amer. Math. Soc.
34 (1997), 49-53
DOI:
https://doi.org/10.1090/S0273-0979-97-00697-6
Review copyright:
© Copyright 1997
American Mathematical Society