Introduction to the Theory of Diffusion Processes. (Translations of Mathematical Monographs, ISSN 0065- 9282; V. 142)Paperback, 1 March 1995

Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the Markov property. The exposition is based on the theory of stochastic analysis, which uses such notions as stochastic differentials and stochastic integrals.