多维扩散过程(英文影印版)

.4.2 equivalence of certain martingales
4.3 it6 processes and stochastic integration
4.4 itf's formula
4.5 it6 processes as stochastic integrals
4.6 exercises
chapter 5. stochastic differential equations
5.0 introduction
5.1 existence and uniqueness
5.2 on the lipschitz condition
5.3 equivalence of different choices of the square root
5.4 exercises
chapter 6. the martingale formulation
6.0 introduction
6.1 existence
6.2 uniqueness: markov property
6.3 uniqueness: some examples
6.4 cameron-martin-girsanov formula ..
6.5 uniqueness: random time change
6.6 uniqueness: localization
6.7 exercises
chapter 7. uniqueness
7.0 introduction
7.1 uniqueness: local case
7.2 uniqueness: global case
7.3 exercises
chapter 8. it6's uniqueness and uniqueness to the martingale problem
8.0 introduction
8.1 results of yamada and watanabe
8.2 more on it6 uniqueness
8.3 exercises
chapter 9. some estimates on the transition probability functions
9.0 introduction
9.1 the inhomogeneous case
9.2 the homogeneous case
chapter 10. explosion
10.0 introduction
i0.1 locally bounded coefficients
10.2 conditions for explosion and non-explosion
10.3 exercises
chapter 11. limit theorems
11.0 introduction
11.1 convergence of diffusion process
11.2 convergence of markov chains to diffusions
11.3 convergence of diffusion processes: elliptic case
11.4 convergence of transition probability densities
11.5 exercises
chapter 12. the non-unique case
12.0 introduction
12.1 existence of measurable choices
12.2 markov selections
12.3 reconstruction of all solutions
12.4 exercises
appendix
a.0 introduction
a.1 lp estimates for some singular integral operators
a.2 proof of the main estimate
a.3 exercises
bibliographical remarks
bibliography
index ...