Itô's Stochastic Calculus and Probability Theory by Sinzo Watanabe, Masatoshi Fukushima, Nobuyuki Ikeda

Itô's Stochastic Calculus and Probability Theory

Sinzo Watanabe, Masatoshi Fukushima, Nobuyuki Ikeda

422 pages missing pub info (editions)

nonfiction mathematics challenging informative medium-paced
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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 pu...

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