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An Informal Introduction to Stochastic Calculus with Applications
Contributor(s): Calin, Ovidiu (Author)

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 ISBN: 9814678937     ISBN-13: 9789814678933
Publisher: World Scientific Publishing Company
OUR PRICE: $93.10  

Binding Type: Hardcover - See All Available Formats & Editions
Published: August 2015
Qty:
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - Stochastic Processes
- Mathematics | Calculus
- Mathematics | Applied
Dewey: 519.22
LCCN: 2015014680
Physical Information: 0.7" H x 5.8" W x 9.1" L (1.05 lbs) 332 pages
Features: Bibliography, Index
 
Descriptions, Reviews, Etc.
Publisher 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.
 
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