Probability Theory III: Stochastic Calculus / Edition 1

Probability Theory III: Stochastic Calculus / Edition 1

by S.V. Anulova
     
 

ISBN-10: 3540546871

ISBN-13: 9783540546870

Pub. Date: 12/09/1997

Publisher: Springer Berlin Heidelberg

This volume of the Encyclopaedia is a survey of shastic 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 shastic methods.  See more details below

Overview

This volume of the Encyclopaedia is a survey of shastic 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 shastic methods.

Product Details

ISBN-13:
9783540546870
Publisher:
Springer Berlin Heidelberg
Publication date:
12/09/1997
Series:
Encyclopaedia of Mathematical Sciences Series, #45
Edition description:
1998
Pages:
256
Product dimensions:
6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

Introduction to Shastic Calculus (by N.V.Krylov); Shastic Differential and Evolution Equations (by S.V.Anulova, A.Yu.Veretennikov); Shastic Calculus on Filtered Probability Spaces (by R.Sh.Liptser, A.N.Shiryaev); Martingales and Limit Theorems for Shastic Processes (by R.Sh.Liptser, A.N.Shiryaev)

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