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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...

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An Informal Introduction to Stochastic Calculus with Applications
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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
Binding Type: Paperback
Publisher: World Scientific Publishing Company
Published: 08/11/2015
Pages: 332
Weight: 1.3lbs
Size: 9.90h x 6.40w x 0.90d
ISBN: 9789814689915

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