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Stochastic Calculus and Applications
Language: en
Pages: 673
Authors: Samuel N. Cohen
Categories: Mathematics
Type: BOOK - Published: 2015-11-18 - Publisher: Birkhäuser

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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern g
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Financial Applications
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Authors: J. Michael Steele
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Stochastic Processes and Applications
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Authors: Grigorios A. Pavliotis
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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci
Stochastic Calculus
Language: en
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Authors: Mircea Grigoriu
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Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current s