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Informal Introduction To Stochastic Calculus With Applications, An (Second Edition)
Language: en
Pages: 510
Authors: Ovidiu Calin
Categories: Mathematics
Type: BOOK - Published: 2021-11-15 - Publisher: World Scientific

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Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise
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
An Informal Introduction To Stochastic Calculus With Applications
Language: en
Pages: 330
Authors: Ovidiu Calin
Categories: Mathematics
Type: BOOK - Published: 2015-06-17 - Publisher: World Scientific

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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
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
Essentials of Stochastic Processes
Language: en
Pages: 282
Authors: Richard Durrett
Categories: Mathematics
Type: BOOK - Published: 2016-11-07 - Publisher: Springer

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Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f