Prokhorov, I︠U︡. V.

Probability theory. 3, Stochastic calculus / Stochastic calculus Yu. V. Prokhorov, A. N. Shiryaev. - Berlin : Springer-Verlag, c1998. - 253 p. ; 25 cm. - Encyclopaedia of mathematical sciences ; v. 45 . - Encyclopaedia of mathematical sciences ; v. 45. .

Originally published as part of the series: Itogi nauki i tekhniki. Serii︠a︡ Sovremennye problemy matematiki. Fundamentalʹnye napravlenii︠a︡ , vol. 45, VINITI, Moscow, 1989.

Includes bibliographical references and index.

3540546871 (hbk)


Probabilities.
Stochastic processes.