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Item Details
| Title:
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PROBABILITY THEORY
STOCHASTIC CALCULUS |
| Volume: |
No. 3 |
| By: |
Y.V. Prokhorov (Editor), Albert N. Shiryaev (Editor), P.B. Slater (Trans) |
| Format: |
Hardback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540546871 |
| ISBN 13: |
9783540546870 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
25 November, 1997 |
| Edition: |
1998 ed. |
| Series: |
Encyclopaedia of Mathematical Sciences v.45 |
| Pages: |
256 |
| Translated from: |
Russian |
| Description: |
This is a survey of stochastic calculus. The topics covered include: Brownian motion; the Ito integral; stochastic differential equations; Malliavin calculus; the general theory of random processes; and martingale theory. |
| 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. |
| Illustrations: |
biography |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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