By E. B. Dynkin (auth.), Nobuyuki Ikeda, Shinzo Watanabe, Masatoshi Fukushima, Hiroshi Kunita (eds.)
Professor Kiyosi Ito is widely known because the writer of the fashionable idea of stochastic research. even though Ito first proposed his conception, referred to now as Ito's stochastic research or Ito's stochastic calculus, approximately fifty years in the past, its worth in either natural and utilized arithmetic is turning into higher and bigger. for the majority glossy theories on the vanguard of chance and similar fields, Ito's research is imperative as a necessary tool, and it'll stay so sooner or later. for instance, a simple formulation, known as the Ito formulation, is widely known and conventional in fields as varied as physics and economics.
This quantity includes 27 papers written through world-renowned likelihood theorists. Their matters range extensively and so they current new effects and concepts within the fields the place stochastic research performs a tremendous function. additionally incorporated are numerous expository articles via recognized specialists surveying contemporary advancements. not just mathematicians but in addition physicists, biologists, economists and researchers in different fields who're attracted to the effectiveness of stochastic idea will locate worthwhile feedback for his or her examine. additionally, scholars who're starting their learn and learn in stochastic research and similar fields will locate instructive and precious suggestions the following.
This quantity is devoted to Professor Ito at the get together of his 80th birthday as a token of deep appreciation for his nice achievements and contributions. An advent to and observation at the clinical works of Professor Ito also are included.
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Additional resources for Itô’s Stochastic Calculus and Probability Theory
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