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Probability theory. 3, Stochastic calculus / Yu. V. Prokhorov, A. N. Shiryaev.

By: Contributor(s): Material type: TextTextSeries: Encyclopaedia of mathematical sciences ; v. 45 | Encyclopaedia of mathematical sciences ; v. 45.Publication details: Berlin : Springer-Verlag, c1998.Description: 253 p. ; 25 cmISBN:
  • 3540546871 (hbk)
Other title:
  • Stochastic calculus
Uniform titles:
  • Teorii︠a︡ veroi︠a︡tnosteĭ. English.
  • Itogi nauki i tekhniki. Serii︠a︡ Sovremennye problemy matematiki. Fundamentalʹnye napravlenii︠a︡ .
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books School of Theoretical Physics Library Books 519.2 PRO (Browse shelf(Opens below)) Available 09954

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.

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