Ebook: Probability theory 03. Stochastic calculus
- Genre: Mathematics
- Tags: Mathematics., Distribution (Probability theory), Statistics., Engineering., Probability Theory and Stochastic Processes., Statistics general., Computational Intelligence., Finance general.
- Series: Encyclopedia of mathematical sciences 45
- Year: 1998
- Publisher: Springer Berlin Heidelberg
- City: Berlin, Heidelberg
- Language: English
- djvu
This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly important part of probability. The topics covered include Brownian motion, the Ito integral, stochastic differential equations and Malliavin calculus, the general theory of random processes and martingale theory. The five authors are well-known experts in the field. The first chapter of the book is an introduction Read more...
Abstract:
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 Read more...
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