Math Books
Advanced Math
Algebra
Algebra, Linear
Bayesian Modelling
Brownian Motion Books
Business Mathematics
Calculus
College Math
Derivatives
Differential Equations
Econometrics
Einstein, Albert
Financial Mathematics
Geometry
Godel, Kurt
Grade School Math
Grand Unified Theory
Group Theory
High School Math
Hyperbolics
Infinity
Integrals
Logarithms
Math Contests
Math Puzzles
Math Workbooks
Mathematics
Matrix Algebra
Modern Algebra
Number Theory
Numerical Recipes
Pi
Polynomials
Precalculus
Probability Theory
Relativity, Theory of
Set Theory
Statistical Distributions
Statistical Modelling
Statistics
Statistics, Parametric
Stochastics
Tesselation
Time Scale Analysis
Topology
Trigonometry
Vedic Mathematics
Wavelets

All Math Books

View Cart | Help

Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences)

Home > Mathematics Books > Brownian Motion Books > Item 22

	Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences)
	by S.V. Anulova, N.V. Krylov, R.S. Liptser, and A.N. Shiryaev Sales Rank: 2686280	List Price: ~~$169.00~~ $123.37 At Amazon on 12-5-2008

Hardcover: 254 pages Publisher: Springer; 1 edition December 9, 1997 Language: English ISBN-10: 3540546871 ISBN-13: 978-3540546870 Product Dimensions: 9.5 x 6.5 x 0.8 inches Shipping Weight: 12 ounces *Product Description* 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.
Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences) Available from Amazon Price: $123.37 Updated on 12-5-2008

Search:
Keywords:

NOTICE: All product prices, availability, and specifications
are subject to verification by their respective retailers.

Copyright © 2008 Dominant Systems Corporation
info@bookdigger.com Privacy Policy
Last Modified : 12-5-2008