Probability Theory III: Stochastic Calculus - Softcover

Book 17 of 47: Encyclopaedia of Mathematical Sciences
 
9783662036419: Probability Theory III: Stochastic Calculus

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Synopsis

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.

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Other Popular Editions of the Same Title

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

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ISBN 10:  3540546871 ISBN 13:  9783540546870
Publisher: Springer, 1997
Hardcover