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

MaRDI QIDQ2807965zbMATH OpenFDO

Authors 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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(2)

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