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

Book 17 of 47: Encyclopaedia of Mathematical Sciences
 
9783540546870: Probability Theory III: Stochastic Calculus: 45 (Encyclopaedia of Mathematical Sciences, 45)

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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