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Probability theory. III, Stochastic calculus

Author: I︠U︡ V Prokhorov; Alʹbert Nikolaevich Shiri︠a︡ev
Publisher: Berlin : Springer-Verlag, 1998.
Series: Encyclopaedia of mathematical sciences, v. 45.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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  Read more...

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Document Type: Book
All Authors / Contributors: I︠U︡ V Prokhorov; Alʹbert Nikolaevich Shiri︠a︡ev
ISBN: 3540546871 9783540546870
OCLC Number: 38108181
Notes: Translation of: Teoriya veroyatoastej-3.
Description: 253 p. ; 24 cm.
Contents: 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.
Series Title: Encyclopaedia of mathematical sciences, v. 45.
Other Titles: Teoriya veroyatoastej-3.
Stochastic calculus
Responsibility: Yu. V. Prokhorov ; A.N. Shiryaev.

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