Bulletin of the London Mathematical Society · 1980 · 56 citations · 0 references
EngineeringMathematicsDifferential EquationsProbability TheoryStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ProcessesStochastic CalculusStochastic ControlStochastic Differential EquationsItô CalculusItô IntegralItô's LemmaOrnstein - Uhlenbeck Processes Driven By Lévy NoiseParameter Estimation For Stochastic Differential Equations
Edited by Kiyosi Ito: pp.507. £21.00; $46.50. (John Wiley and Sons, 1979).