Diffusion Markov process Martingale

Paperback. Pub Date: 2003 Pages: 386 in Publisher: World Publishing Company Long ago (or so it seems today). Chung wrote on page 196 of his book [1]: One wonders if the present theory of stochastic processes is not still too difficult for applications. Advances in the theory since that time have been phenomenal. but these have been accompanied by an increase in the technical difficulty of the subject so bewildering as to give a quaint charm to Chungs use of the word still. Meyer writes in the preface to his definitive account of stochastic integral theory: ... il faut ... un cours de six mois sur les definitions. Que peut on y faire I have thought up as intuitive a picture of the subject as I can. written it down at speed. and refused to be lured back by piety (or even by wit!) to cancel half a line. First intuition. which is what you need when you are learning the subject. ...