Stochastic calculus

著者

• Prokhorov, I︠U︡. V. (I︠U︡riĭ Vasilʹevich)
• Shiri︠a︡ev, Alʹbert Nikolaevich

書誌事項

Stochastic calculus

Yu.V. Prokhorov, A.N. Shiryaev [eds.]

（Encyclopaedia of mathematical sciences / editor-in-chief, R.V. Gamkrelidze, v. 45 . Probability theory ; 3）

Springer-Verlag, c1998

タイトル別名

Probability theory III

Teoriya veroyatoastej-3

注記

"Title of the Russian edition: Itogi nauki i tekhniki, Sovremennye problemy matematiki, Fundamental'nye napravleniya, vol. 45, Teoriya veroyatoastej-3, publisher VINITI, Moscow 1989"--T.p. verso

Includes bibliographical references and indexes

内容説明・目次

内容説明

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.

目次

1. Introduction to Stochastic Calculus.- 2. Stochastic Differential and Evolution Equations.- 3. Stochastic Calculus on Filtered Probability Spaces.- 4. Martingales and Limit Theorems for Stochastic Processes.- Author Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA3356367X
• ISBN:
  • 3540546871
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 原本言語コード: rus
• 出版地: Berlin
• ページ数/冊数: 253 p.
• 大きさ: 25 cm
• 分類:
  • NDC8 : 417.1
• 件名:
  • LCSH : Integrals, Stochastic
• 親書誌ID:
  • BA01321819