An Informal Introduction to Stochastic Calculus with...

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An Informal Introduction to Stochastic...

An Informal Introduction to Stochastic Calculus with Applications

Name: An Informal Introduction to Stochastic Calculus with Applications
ISBN: 9789814678933

Ovidiu Calin

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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.

Readership: Undergraduate and graduate students interested in stochastic processes.

سب زمرہ:

Science (General)
Mathematics - Mathematical Statistics

سال:

2015

ناشر کتب:

World Scientific Publishing

زبان:

english

ISBN 10:

9814678937

ISBN 13: