Stochastic Analysis and Applications The Abel Symposium 2005 /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Benth, Fred Espen (Editor), Nunno, Giulia Di (Editor), Lindstrøm, Tom (Editor), Øksendal, Bernt (Editor), Zhang, Tusheng (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Abel Symposia ; 2
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Functions of real variables.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Applications of Mathematics.; Real Functions.; Analysis.; Statistical Theory and Methods.; Quantitative Finance.

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineer...