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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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.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Encyclopaedia of Mathematical Sciences, 45 |
Release date | November 1997 |
Availability | Expected to ship within 10 - 15 working days |
First published | 1998 |
Contributors | S.V. Anulova, N.V. Krylov, R S Liptser, A.N. Shiryaev, A.Yu. Veretennikov |
Editors | Yurij V Prokhorov, Albert N. Shiryaev |
Translators | P.B. Slater |
Dimensions | 235 x 155 x 15mm (L x W x T) |
Format | Hardcover |
Pages | 256 |
Edition | 1998 ed. |
ISBN-13 | 978-3-540-54687-0 |
Barcode | 9783540546870 |
Categories | |
LSN | 3-540-54687-1 |