Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences) (No. 3)

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9783540546870: Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences) (No. 3)

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.

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Book Description Berlin Springer-Verlag GmbH, gebundene Ausgabe. Book Condition: Neu. 1998. VI, 254 S. Neu; Originalverpackt! Versandfertig am nächsten Tag; Rechnung mit MwSt. liegt bei! 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 Sprache: Englisch Gewicht in Gramm: 520. Bookseller Inventory # 12441

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S.V. Anulova (contributions), Yurij V. Prokhorov (editor), P.B. Slater (translator), Albert N. Shiryaev (editor), N.V. Krylov (contributions), R.S. Liptser (contributions), A.N. Shiryaev (contributions), A.Yu. Veretennikov (contributions)
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Book Description Springer-Verlag Gmbh Nov 1997, 1997. Buch. Book Condition: Neu. Neuware - 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 which treats Brownian motion and describes the developments which lead to the definition of Ito's integral. The book addresses graduate students and researchers in probability theory and mathematical statistics and will also be used by physicists and engineers who need to apply stochastic methods. 253 pp. Englisch. Bookseller Inventory # 9783540546870

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Book Description Springer-Verlag Gmbh Nov 1997, 1997. Buch. Book Condition: Neu. Neuware - 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 which treats Brownian motion and describes the developments which lead to the definition of Ito's integral. The book addresses graduate students and researchers in probability theory and mathematical statistics and will also be used by physicists and engineers who need to apply stochastic methods. 253 pp. Englisch. Bookseller Inventory # 9783540546870

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Book Description Springer-Verlag Gmbh Nov 1997, 1997. Buch. Book Condition: Neu. Neuware - 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 which treats Brownian motion and describes the developments which lead to the definition of Ito's integral. The book addresses graduate students and researchers in probability theory and mathematical statistics and will also be used by physicists and engineers who need to apply stochastic methods. 253 pp. Englisch. Bookseller Inventory # 9783540546870

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