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...

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Bibliographic Details
Main Author: Calin, Ovidiu (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Publishing Co. Pte. Ltd. c2015
Subjects:
Online Access:FHN01
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Summary:"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."--
Item Description:Title from PDF file title page (viewed July 22, 2015)
Physical Description:1 online resource (xiv, 315 p.) ill. (some col.)
ISBN:9789814678940

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