Description

Book Synopsis
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.

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;

Informal Introduction To Stochastic Calculus With

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    A Hardback by Ovidiu Calin

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 11/08/2015
      ISBN13: 9789814678933, 978-9814678933
      ISBN10: 9814678937

      Description

      Book Synopsis
      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.

      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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