Probability Theory III by Yurij V Prokhorov

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Summary

This is a survey of stochastic calculus. The topics covered include: Brownian motion; the Ito integral; stochastic differential equations; Malliavin calculus; the general theory of random processes; and martingale theory.

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Probability Theory III by Yurij V Prokhorov

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.
SKU Unavailable
ISBN 13 9783540546870
ISBN 10 3540546871
Title Probability Theory III
Author Yurij V Prokhorov
Series Encyclopaedia Of Mathematical Sciences
Condition Unavailable
Binding Type Hardback
Publisher Springer
Year published 1997-11-25
Number of pages 256
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.