Probability Theory III Stochastic Calculus

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Synopsis

This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.

Book details

Edition:
1998
Series:
Encyclopaedia of Mathematical Sciences (Book 45)
Author:
S. V. Anulova, N. V. Krylov, R. S. Liptser, A. N. Shiryaev, A. Yu. Veretennikov
ISBN:
9783662036402
Related ISBNs:
9783540546870
Publisher:
Springer Berlin Heidelberg
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2022-07-10
Usage restrictions:
Copyright
Copyright date:
1998
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction, Technology