| 书目名称 | Itô’s Stochastic Calculus and Probability Theory | | 编辑 | Nobuyuki Ikeda (Professor),Shinzo Watanabe (Profes | | 视频video | | | 图书封面 |  | | 描述 | 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 pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito‘s analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. .This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and res | | 出版日期 | Book 1996 | | 关键词 | Applied Mathematics; Probability theory; Stochastic calculus; calculus; differential equation; mathematic | | 版次 | 1 | | doi | https://doi.org/10.1007/978-4-431-68532-6 | | isbn_softcover | 978-4-431-68534-0 | | isbn_ebook | 978-4-431-68532-6 | | copyright | Springer-Verlag Tokyo 1996 |
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发表于 2025-3-21 19:52:36
