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An Informal Introduction to Stochastic Calculus with Applications by Ovidiu Calin

An Informal Introduction to Stochastic Calculus with Applications

by Ovidiu Calin
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₹10,067.00
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Book cover type: Hardcover
  • ISBN13: 9789814678933
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 332
  • Original Price: USD 98.0
  • Language: English
  • Edition: N/A
  • Item Weight: 477 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

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.

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