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Informal Introduction To Stochastic Calculus With Applications, An

4.85 88,756 ratings · 4,448 reviews
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Overview: 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. A Few Introductory ProblemsBasic NotionsUseful Stochastic ProcessesProperties of Stochastic ProcessesStochastic IntegrationStochastic DifferentiationStochastic Integration TechniquesStochastic Differential EquationsApplications of Brownian MotionGirsanov's Theorem and Brownian MotionSome Applications of Stochastic CalculusHints and Solutions Undergraduate and graduate students interested in stochastic processes.Key The book contains numerous problems with full solutions and plenty of worked out examples and figures, which facilitate material understandingThe material was tested on students at several universities around the world (Taiwan, Kuwait, USA); this led to a presentation form that balances both technicality and understandingThe presentation mimics as close as possible the same chapters as in deterministic calculus; former calculus students will find this chronology of ideas familiar to Calculus

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ISBN
26826020
Publication date
June 17, 2015
Pages
N/A pages
Reading Options
PDF · EPUB · Mobi
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Ovidiu Calin
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Ovidiu Calin is the author of several novels. Originally from the East Coast, they now live in the Midwest with family. In addition to writing, Ovidiu Calin enjoys gardening, cooking, and reading way past bedtime. Their work often explores the complexities of everyday life and human relationships.

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Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I am now a lifelong fan of this author.
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
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Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
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Joshua Jones
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Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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