An Informal Introduction to Stochastic Calculus with Applications

Calin, Ovidiu

ISBN 10: 9814678937 / ISBN 13: 9789814678933

Published by World Scientific Publishing Company, 2015

About this Item

pp. 312.

Seller Inventory # 26372549209

Bibliographic Details

• Title: An Informal Introduction to Stochastic Calculus with Applications
• Publisher: World Scientific Publishing Company
• Publication Date: 2015
• Language: English
• ISBN 10: 9814678937
• ISBN 13: 9789814678933
• Binding: Hardcover
• Condition: New

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.