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Language: en
Pages: 270
Pages: 270
Type: BOOK - Published: 2021-11-22 - Publisher: American Mathematical Society
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
Language: en
Pages: 577
Pages: 577
Type: BOOK - Published: 2012-12-02 - Publisher: Academic Press
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
Language: en
Pages: 431
Pages: 431
Type: BOOK - Published: 2005 - Publisher: Imperial College Press
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
Language: en
Pages: 303
Pages: 303
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Language: en
Pages: 230
Pages: 230
Type: BOOK - Published: 1998 - Publisher: World Scientific
Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch