Introduction to Stochastic Calculus with Applications
- ISBN-10
- 1848168322
- ISBN-13
- 9781848168329
- Category
- Mathematics
- Pages
- 438
- Language
- English
- Published
- 2012
- Author
- Fima C. Klebaner
Description
Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.
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Other editions
-
- 2005
- 416 pages
- Paperback
- Imperial College Press
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