An Informal Introduction to Stochastic Calculus with Applications

An Informal Introduction to Stochastic Calculus with Applications

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Cod produs/ISBN: 9789814689915

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Autor: Ovidiu Calin

Editura: World Scientific

Limba: Engleza

Nr. pagini: 330

Coperta: Paperback

Dimensiuni: 16.5 x 1.9 x 24.8 cm

An aparitie: 2015

"A mathematical textbook has to introduce the necessary notions if it wants to follow the traditional path. The present textbook succeeds in giving a solution to the problem . . . It is a useful addition to the literature of stochastic calculus." Mathematical Reviews Clippings 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.
World Scientific
An aparitie 2015
Autor Ovidiu Calin
Dimensiuni 16.5 x 1.9 x 24.8 cm
Editura World Scientific
Format Paperback
ISBN 9789814689915
Limba Engleza
Nr pag 330

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