Description
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.
Book Details
Format
Paperback
Pages
262 pages
Language
English
Published
Dec 1, 2010
Publisher
Springer
Editions
3 editions
ISBN-10
3642081223
ISBN-13
9783642081224