Articles liés à Probability Theory III: Stochastic Calculus

Probability Theory III: Stochastic Calculus - Couverture rigide

Livre 17 sur 47: Encyclopaedia of Mathematical Sciences
 
9783540546870: Probability Theory III: Stochastic Calculus

Synopsis

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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