This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus.
Introduction to Stochastic Calculus with Applications Free Download
April 13, 2022
You may also like
CALCULUS MATHEMATICS
Thomas’s Calculus Early Transcendentals, 15th Edition in SI Units by Christopher Heil PDF
June 24, 2024
Thomas’ Calculus: Early Transcendentals goes beyond memorizing formulas and routine procedures to help you develop deeper understanding. It guides you to...
CALCULUS MATHEMATICS
Calculus A New Horizon, Combined, 6th Edition by Howard Anton PDF
February 9, 2024
The new Sixth Edition of Anton’s Calculus is a contemporary text that incorporates the best features of calculus reform, yet preserves the main structure...
Precálculo 2ed es adaptable y está diseñado para satisfacer las necesidades de diversos cursos de precálculo. Es un texto integral que abarca más temas que un...
Recent Posts
- Applied Physics Crash Course by Arthur Beiser PDF
- Variational Principles in Physics by Jean-Louis Basdevant PDF
- Analytical Chemistry by Dhruba Charan Dash PDF
- Handbook of Modern Sensors Physics, Designs, and Applications 3rd Edition by Jacob Fraden PDF
- A Level Physics a for OCR Student Book by Jo Locke PDF
Add Comment