Algebra obobshchennykh sluchaynykh protsessov pozvolyaet izuchat" razlichnye tipy stokhasticheskikh differentsial"nykh uravneniy s edinykh pozitsiy. Odnako vazhno znat", pri kakikh usloviyakh element algebry obobshchennykh sluchaynykh protsessov assotsiiruet obychnyy sluchaynyy protsess. Takie usloviya pozvolyayut perekhodit" ot edinoy teorii k chastnym sluchayam, predlagaya bolee detal"noe opisanie dinamiki modeliruemoy sistemy. Dannaya kniga posvyashchena postroeniyu assotsiirovannykh resheniy stokhasticheskikh differentsial"nykh uravneniy s semimartingalami. Pervaya glava soderzhit opisanie ispol"zuemykh ponyatiy i konstruktsiy. Vo vtoroy glave provoditsya postroenie sluchaynykh protsessov, assotsiirovannykh obobshchennymi stokhasticheskimi integralami po protsessu ogranichennoy variatsii, nepreryvnomu martingalu, semimartingalu. V tret"ey glave dana polnaya klassifikatsiya assotsiirovannykh resheniy neavtonomnykh uravneniy v differentsialakh, soderzhashchikh obobshchennyy sluchaynyy protsess ogranichennoy variatsii.