Probability Theory: Vol.3 Probability Theory III
(Sprache: Englisch)
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...
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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.
Klappentext zu „Probability Theory: Vol.3 Probability Theory III “
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.
Inhaltsverzeichnis zu „Probability Theory: Vol.3 Probability Theory III “
- Introduction to Stochastic Calculus (by N.V.Krylov)- Stochastic Differential and Evolution Equations (by S.V.Anulova, A.Yu.Veretennikov)
- Stochastic Calculus on Filtered Probability Spaces (by R.Sh.Liptser, A.N.Shiryaev)
- Martingales and Limit Theorems for Stochastic Processes (by R.Sh.Liptser, A.N.Shiryaev)
Bibliographische Angaben
- 1997, 256 Seiten, Maße: 24,3 x 16,1 cm, Gebunden, Englisch
- Herausgegeben:Prokhorov, Yurij V.; Shiryaev, Albert N.;Mitarbeit:Anulova, S.V.; Krylov, N.V.; Liptser, R.S.; Shiryaev, A.N.; Veretennikov, A.Yu.
- Übersetzer: P. B. Slater
- Verlag: Springer
- ISBN-10: 3540546871
- ISBN-13: 9783540546870
- Erscheinungsdatum: 25.11.1997
Sprache:
Englisch
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