Itô's Stochastic Calculus and Probability Theory

by Masatoshi Fukushima, Sinzo Watanabe, Nobuyuki Ikeda, et al.

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"