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An Informal Introduction to Stochastic Calculus with Applications

Original price was: ₹4176.00.Current price is: ₹3132.00.

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Author Calin Ovidiu
ISBN 9789814689915
Published Language English
Publication Year 2015
Publisher World Scientific
Binding Paperback
Original Price $48
Pages 332
Ships By 2-3 days

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.