Publication:3992471
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zbMath0887.60002MaRDI QIDQ3992471
Publication date: 17 September 1992
martingales; stochastic differential equations; Markov processes; diffusions; stochastic integrals; infinitesimal operator; correlation theory; Markov times; path behaviour; diffusion processes and differential equations
60Hxx: Stochastic analysis
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
60Jxx: Markov processes
60Gxx: Stochastic processes
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