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Könyv Probability Theory III P. B. Slater

Probability Theory III

Szerző: P. B. Slater
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 11-15 napon belül
40 300 Ft
This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly...

Információk a könyvről

Szerző
P. B. Slater
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1997
oldal
256
EAN
9783540546870
ISBN
3540546871
Enbook ID
05274216
Kiadó
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Súly
1230
Méretek
155 x 235 x 14

Teljes leírás

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.

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