Probability Theory III: Stochastic Calculus

by P.B. Slater (Translator), S.V. Anulova (Contributor), N.V. Krylov (Contributor)

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.

262 pages, Hardcover

First published December 9, 1997