Book review of: F. Baudoin, Diffusion processes and stochastic calculus

zbMATH Open1336.00077MaRDI QIDQ2807965FDOQ2807965

Walter Schachermayer

Publication date: 25 May 2016

Published in: Internationale Mathematische Nachrichten (Search for Journal in Brave)

Recommendations

• Book review of: R. F. Bass, Stochastic processes
• scientific article; zbMATH DE number 7669679
• scientific article; zbMATH DE number 6458567
• Stochastic Flows and Jump-Diffusions
• Book Reviews
• Partial differential equations for probabilists
• Book review of: U. Hassler, Stochastic processes and calculus. An elementary introduction with applications
• Book Review: Large deviations for stochastic processes
• Book review of: L. C. Evans, An introduction to stochastic differential equations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Brownian motion (60J65) External book reviews (00A17) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) General theory of stochastic processes (60G07)

Cited In (2)

• From Boltzmann to random matrices and beyond
• Title not available (Why is that?)

This page was built for publication: Book review of: F. Baudoin, Diffusion processes and stochastic calculus

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807965)