Mixed and Hybrid Finite Element Methods (Franco Brezzi and Michel Fortin)

and concludes with an application of filtering theory. The book has few examples or concrete cases. Most such things are presented as exercises, which also serve to summarize various results from the literature. Notes and comments at the end of the book are instructive and point out further references. I enjoyed the book immensely. It has an unhurried, careful and elegant style. The treatment is well thought out, the conditions feel right and natural, and the arrangement of the material follows an inexorable logic. This is the best book on the foundations of stochastic flows.