An informal introduction to stochastic calculus with applications:

"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...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Calin, Ovidiu (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Publishing Co. Pte. Ltd. c2015
Schlagworte:
Online-Zugang:FHN01
Volltext
Zusammenfassung:"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."--
Beschreibung:Title from PDF file title page (viewed July 22, 2015)
Beschreibung:1 online resource (xiv, 315 p.) ill. (some col.)
ISBN:9789814678940