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 Paperback / softback by Ovidiu Calin

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    View other formats and editions of Informal Introduction To Stochastic Calculus With by Ovidiu Calin

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 11/08/2015
    ISBN13: 9789814689915, 978-9814689915
    ISBN10: 9814689912
    Also in:
    Calculus Stochastics

    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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