Itô’s Stochastic Calculus and Probability Theory - Softcover

Ikeda, Nobuyuki; Watanabe, Sinzo; Fukushima, Masatoshi; Kunita, Hiroshi

 
9784431685340: Itô’s Stochastic Calculus and Probability Theory

Synopsis

This volume consists of contributed original papers by worldly known important probabilists on problems in probability theory and its applications where the stochastic analysis, founded by Professor Kiyosi Ito about fifty years ago, plays an important role. The volume also contains several expository articles giving a survey of modern developments which will serve as a useful guidance for beginners.

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From the Back Cover

This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.

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Other Popular Editions of the Same Title

9784431701866: Ito's Stochastic Calculus and Probability Theory

Featured Edition

ISBN 10:  4431701869 ISBN 13:  9784431701866
Publisher: Springer Verlag, Japan, 1996
Hardcover