ENGLISH

An Informal Introduction to Stochastic Calculus with Applications

By Ovidiu Calin

Book information

Publisher
World Scientific Publishing
Year
2015
ISBN
9814678937, 9789814678933
Google Books ID
7eSiCgAAQBAJ
Language
english
Format
PDF
Filesize
3 MB (3357173 bytes)
Pages
xiv+316\331
Orientation
yes
Paginated
yes
Scanned
portrait
Time added
2015-10-22 16:07:13
Математика;Теория вероятностей и математическая ст

Description

The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus. Readership: Undergraduate and graduate students interested in stochastic processes.

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