Itô’s Stochastic Calculus and Probability Theory

Beschreibung

This volume consists of contributed original papers by worldly known important probabilists on problems in probability theory and its applications where the stochastic analysis, founded by Professor Kiyosi Ito about fifty years ago, plays an important role. The volume also contains several expository articles giving a survey of modern developments which will serve as a useful guidance for beginners.

Autor*in

Nobuyuki Ikeda

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Applied Mathematics Probability theory Stochastic calculus calculus differential equation mathematics

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