INFORMAL INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS, AN

Calin Ovidiu

ISBN 10: 9814678937 ISBN 13: 9789814678933

Published by World Scientific Publishing Company, 2015

Language: English

Condition: New Hardcover

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Bibliographic Details

Title

INFORMAL INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS, AN

Publisher

World Scientific Publishing Company

Publication Date

2015

Language

English

ISBN 10

9814678937

ISBN 13

9789814678933

Binding

Hardcover

Condition

New

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About this title

Synopsis

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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