Probability Theory III - Stochastic Calculus (Paperback, Softcover reprint of hardcover 1st ed. 1998)

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.