Bulletin of the London Mathematical Society · 1998 · 145 citations · 0 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesGaussian ProcessesHilbert Space FormalismMarkov ProcessesProbability SpacesStochastic CalculusStochastic Differential EquationsFinite-dimensional Hilbert SpacesGaussian Random ProcessesMalliavin CalculusStochastic Process Analysis
By Svante Janson: 340 pp., £40.00, isbn 0 521 56128 0 (Cambridge University Press 1997). STOCHASTIC ANALYSIS (Grundlehren der mathematischen Wissenschaften 313) By Paul Malliavin: 342 pp., DM.158.–, isbn 3 540 57024 1 (Springer 1997).