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)

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)

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