Informal Introduction To Stochastic Calculus With Applications, An
Author:   Ovidiu Calin (Eastern Michigan University, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789814678933


Pages:   332
Publication Date:   11 August 2015
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Informal Introduction To Stochastic Calculus With Applications, An


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Overview

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.

Full Product Details

Author:   Ovidiu Calin (Eastern Michigan University, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 14.70cm , Height: 1.80cm , Length: 23.10cm
Weight:   0.476kg
ISBN:  

9789814678933


ISBN 10:   9814678937
Pages:   332
Publication Date:   11 August 2015
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

A Few Introductory Problems; Basic Notions; Useful Stochastic Processes; Properties of Stochastic Processes; Stochastic Integration; Stochastic Differentiation; Stochastic Integration Techniques; Stochastic Differential Equations; Applications of Brownian Motion; Girsanov's Theorem and Brownian Motion; Some Applications of Stochastic Calculus; Hints and Solutions;

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