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A First Course in Stochastic Calculus
Language: en
Pages: 270
Authors: Louis-Pierre Arguin
Categories: Mathematics
Type: BOOK - Published: 2021-11-22 - Publisher: American Mathematical Society

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A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for mast
A First Course in Stochastic Processes
Language: en
Pages: 577
Authors: Samuel Karlin
Categories: Mathematics
Type: BOOK - Published: 2012-12-02 - Publisher: Academic Press

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The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing si
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

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Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch