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An Informal Introduction to Stochastic Calculus with Applications

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AuthorCalin Ovidiu
ISBN9789814689915
Published LanguageEnglish
Publication Year2015
PublisherWorld Scientific
BindingPaperback
Original Price$48
Pages332
Ships By2-3 days
SKU: WS-1262 Categories: ,

Description

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.

About the author
Eastern Michigan Univ, USA

Additional information

Weight0.576 kg
Dimensions24.8 × 16.5 cm
Author

ISBN

Publisher

Pages

332

Ships By

2-3 days