Skip to main content
SpringerLink
Log in
Book cover

Itô’s Stochastic Calculus and Probability Theory

  • Book
  • © 1996

Overview

Editors:
  1. Nobuyuki Ikeda

    1. Department of Computer Science, Ritsumeikan University, Kusatsu, Shiga, Japan

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Shinzo Watanabe

    1. Department of Mathematics, Graduate School of Science, Kyoto University, Kyoto, Japan

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Masatoshi Fukushima

    1. Department of Mathematics, Faculty of Fundamental Engineering, Osaka University, Toyonaka, Osaka, 560, Japan

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  4. Hiroshi Kunita

    1. Graduate School of Mathematics, Kyushu University, Fukuoka, 812, Japan

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (27 chapters)

  1. Interacting diffusion systems over Zd

    • Tokuzo Shiga
    Pages 311-326

  2. A Kähler metric on a based loop group and a covariant differentiation

    • Ichiro Shigekawa, Setsuo Taniguchi
    Pages 327-346

  3. Burgers system driven by a periodic stochastic flow

    • Ya. G. Sinai
    Pages 347-353

  4. An estimate on the Hessian of the heat kernel

    • Daniel W. Stroock
    Pages 355-371

  5. Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift

    • Hiroshi Tanaka
    Pages 373-384

  6. The complex story of simple exclusion

    • S. R. S. Varadhan
    Pages 385-400

  7. Lévy’s stochastic area formula and Brownian motion on compact Lie groups

    • Shinzo Watanabe
    Pages 401-411

  8. Principal values of Brownian local times and their related topics

    • Toshio Yamada
    Pages 413-422
Back to top

Keywords

About this book

Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics.
This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here.
This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.

Editors and Affiliations

  • Department of Computer Science, Ritsumeikan University, Kusatsu, Shiga, Japan

    Nobuyuki Ikeda

  • Department of Mathematics, Graduate School of Science, Kyoto University, Kyoto, Japan

    Shinzo Watanabe

  • Department of Mathematics, Faculty of Fundamental Engineering, Osaka University, Toyonaka, Osaka, 560, Japan

    Masatoshi Fukushima

  • Graduate School of Mathematics, Kyushu University, Fukuoka, 812, Japan

    Hiroshi Kunita

Bibliographic Information

  • Book Title: Itô’s Stochastic Calculus and Probability Theory

  • Editors: Nobuyuki Ikeda, Shinzo Watanabe, Masatoshi Fukushima, Hiroshi Kunita

  • DOI: https://doi.org/10.1007/978-4-431-68532-6

  • Publisher: Springer Tokyo

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Tokyo 1996

  • Softcover ISBN: 978-4-431-68534-0Published: 19 April 2012

  • eBook ISBN: 978-4-431-68532-6Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: XIV, 422

  • Topics: Probability Theory and Stochastic Processes, Mathematics, general

Publish with us

Policies and ethics

Back to top

Search

Navigation