An Informal Introduction To Stochastic Calculus With Applications
Author | : Ovidiu Calin |
Publisher | : World Scientific |
Total Pages | : 330 |
Release | : 2015-06-17 |
ISBN-10 | : 9789814678957 |
ISBN-13 | : 9814678953 |
Rating | : 4/5 (953 Downloads) |
Download or read book An Informal Introduction To Stochastic Calculus With Applications written by Ovidiu Calin and published by World Scientific. This book was released on 2015-06-17 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.