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Probability Theory III

Name: Probability Theory III
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 05274216
Price: 118.29 EUR
Availability: InStock
Author: P. B. Slater
ISBN: 9783540546870

P. B. Slater

Language

English

Book Hardback

Libristo code: 05274216

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, November 1997

This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly... Full description

Libristo code: 05274216

290 b

118.29 € VAT included

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This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly important part of probability. The topics covered include Brownian motion, the Ito integral, stochastic differential equations and Malliavin calculus, the general theory of random processes and martingale theory. The five authors are well-known experts in the field. The first chapter of the book is an introduction which treats Brownian motion and describes the developments which lead to the definition of Ito's integral. The book addresses graduate students and researchers in probability theory and mathematical statistics and will also be used by physicists and engineers who need to apply stochastic methods.