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Probability Theory III

Stochastic Calculus

Paperback Engels 2010 9783642081224
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783642081224
Taal:Engels
Bindwijze:paperback
Aantal pagina's:256
Uitgever:Springer Berlin Heidelberg
Druk:0

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Inhoudsopgave

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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        Probability Theory III