Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration equations. First published in 1990.
Table of Contents
Introduction, Nonlinear Stochastic Integrators, Stochastic Calculus, Dependence on the initial Conditions and Flows.
Rene A. Carmona, University of California, David ualart Universitat de Barcelona, Spain.