Probability Theory: Stochastic Calculus: No. 3 (Encyclopaedia of Mathematical Sciences): 45

Probability Theory: Stochastic Calculus: No. 3 (Encyclopaedia of Mathematical Sciences): 45

by P.B.Slater (Translator), S.V.Anulova (Contributor), YurijV.Prokhorov (Editor)

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.

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More Information

Format: Hardcover
Pages: 270
Edition: 1998
Publisher: Springer
Published: 25 Nov 1997

ISBN 10: 3540546871
ISBN 13: 9783540546870