Itô's Stochastic Calculus and Probability Theory
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Book Overview
Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and...
Format:Paperback
Language:English
ISBN:4431685340
ISBN13:9784431685340
Release Date:April 2012
Publisher:Springer
Length:422 Pages
Weight:1.35 lbs.
Dimensions:0.9" x 6.1" x 9.2"
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