Markov processes from K. Ito's perspective/

Stroock, Daniel W.

Markov processes from K. Ito's perspective/ by Daniel W. Stroock. - Princeton, N.J.: Oxford: Princeton University Press, 2003. - xvi, 267 p.; 24 cm. - Annals of mathematics studies; no. 155 .

Includes bibliographical references and index.

0691115427 0691115435 (PBK.)

GBA3-Y0917


Markov processes.
Stochastic integrals.

519.233 / S924m
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