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INFORMAL INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS, AN - Hardcover

Ovidiu Calin

 
9789814678933: INFORMAL INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS, AN
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ISBN 10: 9814678937 ISBN 13: 9789814678933
Publisher: World Scientific Publishing Company, 2015

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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 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.

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