Probability Theory III: Stochastic Calculus
Yurij V. Prokhorov, Albert N. Shiryaev - Probability Theory III: Stochastic Calculus
Published: 1997-11-25 | ISBN: 3642081223, 3540546871 | PDF | 256 pages | 6 MB
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.