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Theory and applications of stochastic differential equations. (English) Zbl 0439.60002
Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley & Sons. XIII, 321 p. £14.00 (1980).

60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Hxx Stochastic analysis
60K35 Interacting random processes; statistical mechanics type models; percolation theory
60J60 Diffusion processes
82C70 Transport processes in time-dependent statistical mechanics
93E11 Filtering in stochastic control theory
93E15 Stochastic stability in control theory