
Introduction to Stochastic Calculus with Applications (Second Edition) (English, Fima C. Klebaner)
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About the Book
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 advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may b…
ISBN: 9781860945663
Book Specifications
| ISBN-13 | 9781860945663 |
| ISBN-10 | 186094566X |
| Publisher | Imperial College Press |
| Category | Science & Mathematics |
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