Probability Theory III
Subtitle: Stochastic Calculus (Encyclopaedia of Mathematical Sciences)
Contributors: S.V. Anulova (Contributor); N.V. Krylov (Contributor); R.S. Liptser (Contributor); A.N. Shiryaev (Contributor); A.Yu. Veretennikov (Contributor); Yurij V. Prokhorov (Editor); Albert N. Shiryaev (Editor); P.B. Slater (Translator)
Edition: 1 edition
Publisher: Springer
Published: December 9, 1997
Language: eng
Format: Hardcover
Number of pages: 254
ISBN-13: 9783540546870
Subjects: Calculus & mathematical analysis; Probability & statistics; Stochastics; Science/Mathematics; Mathematics; Technology & Industrial Arts; Probability & Statistics - General; Electronics - General; Finance; Brownian motion; Malliavin calculus; Mathematics / Statistics; convergence of processes; semimartingale; stochastic integral
First sentence: In 1826 the English botanist Brown observed that the microscopic particles found in a liquid move (as afterwards became clear, under the influence of impacts of the liquid's molecules) in a disordered fashion.