Probability Theory III

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Probability Theory III is written by I︠U︡riĭ Vasilʹevich Prokhorov and published by Springer Science & Business Media. It's available with International Standard Book Number or ISBN identification 3540546871 (ISBN 10) and 9783540546870 (ISBN 13).

This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.