Prokhorov, Yu. V.

Probability theory, III: Stochastic calculus/ Stochastic calculus. Yu. V. Prokhorov ; A. N. Shiryaev. - Berlin: Springer-Verlag, 1998. - 253 p.; 24 cm. - Encyclopaedia of mathematical sciences. v. 45. .

Translation of: Teoriya veroyatoastej-3.

Includes bibliographical references and indexes.

3540546871


Stochastic processes.
Processus stochastiques.