Probability Theory III: Stochastic Calculus

Probability Theory III: Stochastic Calculus
Format
Paperback
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country
Germany
Published
1 December 2010
Pages
256
ISBN
9783642081224

Probability Theory III: Stochastic Calculus

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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.

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