An Informal Introduction to Stochastic Calculus with Applications
Calin, Ovidiu
- 出版商: World Scientific Pub
- 出版日期: 2015-08-11
- 售價: $3,880
- 貴賓價: 9.5 折 $3,686
- 語言: 英文
- 頁數: 332
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 9814678937
- ISBN-13: 9789814678933
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相關分類:
機率統計學 Probability-and-statistics
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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.
