ENGLISH

Stochastic analysis

By Kiyosi Ito

Book information

Publisher
NH
Year
1985
ISBN
9780444875884, 0444875883
Open Library ID
OL10261139M
Language
english
Format
DJVU
Filesize
3 MB (3212423 bytes)
Series
NHML032
Pages
497\497
Library
Kolxo3
DPI
300
Time added
2010-11-11 16:01:50

Description

Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.

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