James J. Yeh
School of Physical Sciences
PH.D., University of Minnesota, 1957
Phone: (949) 824-5504
Fax: (949) 824-7993
University of California, Irvine
215 Multipurpose Science & Technology Building
Mail Code: 3875
Irvine, CA 92697
Integration in function spaces, Stochastic Analysis
Lectures on Real Analysis, World Scientific Publications (2000), 548 pages
Martingales and Stochastic Analysis, World Scientific Publications (1995), 500 pages
(with D. Nualart) Existence and Uniqueness of a Strong Solution to Stochastic Differential Equations in the Place with Stochastic Boundary Processes, Journal of Multivariate Analysis, v. 28, (1989), 149-171.
Uniqueness of Strong Solutions to Stochastic Differential Equations in the Plane with Deterministic Boundary Process, Pacific Journal of Mathematics, v. 128, (1987), 391-400.
Two Parameter Stochastic Differential Equations, Real and Stochastic Analysis, ed. M.M. Rao, John Wiley Interscience, ch. 5, pp. 249-344, 1986.