Probability Theory III Stochastic Calculus

Beitr. v. Anulova, S. V., A. Y Veretennikov and N. V Krylov:

ISBN 10: 3540546871 / ISBN 13: 9783540546870

Editore: Berlin Springer-Verlag GmbH, 1997

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VI, 254 S. Neu; Originalverpackt! Versandfertig am nächsten Tag; Rechnung mit MwSt. liegt bei! This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly important part of probability. The topics covered include Brownian motion, the Ito integral, stochastic differential equations and Malliavin calculus, the Sprache: Englisch Gewicht in Gramm: 520.

Codice articolo 12441

Dati bibliografici

• Titolo: Probability Theory III Stochastic Calculus
• Editore: Berlin Springer-Verlag GmbH
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 3540546871
• ISBN 13: 9783540546870
• Rilegatura: gebundene Ausgabe
• Edizione: 1998.
• Condizione: Neu
• Cataloghi dei venditori:
  • Mathematik

Descrizione articolo

Riassunto

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.

Contenuti

1. Introduction to Stochastic Calculus.- 2. Stochastic Differential and Evolution Equations.- 3. Stochastic Calculus on Filtered Probability Spaces.- 4. Martingales and Limit Theorems for Stochastic Processes.- Author Index.