Probability Theory III : Stochastic Calculus /

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 marti...

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Bibliographic Details

Main Author:	Prokhorov, I͡U. V. (I͡Uriĭ Vasilʹevich)
Corporate Author:	SpringerLink (Online service)
Other Authors:	Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1998.
Series:	Encyclopaedia of mathematical sciences ; 45.
Subjects:	Mathematics. Distribution (Probability theory) Statistics. Engineering. Electronic books.
Online Access:	Connect to the full text of this electronic book