An Informal Introduction to Stochastic Calculus with Applications

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.

• | Author: Ovidiu Calin
• | Publisher: World Scientific Publishing Company
• | Publication Date: Aug 11, 2015
• | Number of Pages: 315 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 9814678937
• | ISBN-13: 9789814678933