Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences, 45)

ISBN 10: 3540546871 / ISBN 13: 9783540546870

Editore: Springer, 1997

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Dati bibliografici

• Titolo: Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences, 45)
• Editore: Springer
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 3540546871
• ISBN 13: 9783540546870
• Rilegatura: Rilegato
• Condizione: New

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.