Russian Mathematical Surveys · 1983 · 29 citations · 9 references
EngineeringMathematicsPhysicsMathematical PhysicsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesGaussian ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsItô CalculusItô IntegralStochastic Differential SystemsStochastic IntegralsStochastic IntegrationTransition Probabilities
CONTENTS Introduction § 1. The canonical Gaussian measure. Integration by parts § 2. Stochastic integrals and Ito equations in a Hilbert space § 3. Smoothness of transition probabilities for an equation in a Hilbert space § 4. Stochastic equations on a smooth manifold References
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